ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 117-000 117-102 0-102 0.3% 116-060
High 117-105 117-110 0-005 0.0% 117-170
Low 116-290 117-037 0-067 0.2% 116-000
Close 117-085 117-050 -0-035 -0.1% 117-010
Range 0-135 0-073 -0-062 -45.9% 1-170
ATR 0-126 0-122 -0-004 -3.0% 0-000
Volume 314,493 329,194 14,701 4.7% 1,303,989
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-285 117-240 117-090
R3 117-212 117-167 117-070
R2 117-139 117-139 117-063
R1 117-094 117-094 117-057 117-080
PP 117-066 117-066 117-066 117-058
S1 117-021 117-021 117-043 117-007
S2 116-313 116-313 117-037
S3 116-240 116-268 117-030
S4 116-167 116-195 117-010
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-143 120-247 117-280
R3 119-293 119-077 117-145
R2 118-123 118-123 117-100
R1 117-227 117-227 117-055 118-015
PP 116-273 116-273 116-273 117-008
S1 116-057 116-057 116-285 116-165
S2 115-103 115-103 116-240
S3 113-253 114-207 116-195
S4 112-083 113-037 116-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-170 116-150 1-020 0.9% 0-142 0.4% 65% False False 340,835
10 117-170 115-300 1-190 1.4% 0-124 0.3% 76% False False 208,713
20 117-170 114-210 2-280 2.5% 0-107 0.3% 87% False False 105,010
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118-100
2.618 117-301
1.618 117-228
1.000 117-183
0.618 117-155
HIGH 117-110
0.618 117-082
0.500 117-074
0.382 117-065
LOW 117-037
0.618 116-312
1.000 116-284
1.618 116-239
2.618 116-166
4.250 116-047
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 117-074 117-048
PP 117-066 117-047
S1 117-058 117-045

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These figures are updated between 7pm and 10pm EST after a trading day.

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