ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 117-102 117-047 -0-055 -0.1% 116-060
High 117-110 117-067 -0-043 -0.1% 117-170
Low 117-037 116-280 -0-077 -0.2% 116-000
Close 117-050 116-285 -0-085 -0.2% 117-010
Range 0-073 0-107 0-034 46.6% 1-170
ATR 0-122 0-121 -0-001 -0.9% 0-000
Volume 329,194 351,717 22,523 6.8% 1,303,989
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-318 117-249 117-024
R3 117-211 117-142 116-314
R2 117-104 117-104 116-305
R1 117-035 117-035 116-295 117-016
PP 116-317 116-317 116-317 116-308
S1 116-248 116-248 116-275 116-229
S2 116-210 116-210 116-265
S3 116-103 116-141 116-256
S4 115-316 116-034 116-226
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
5 117-170 116-240 0-250 0.7% 0-141 0.4% 18% False False 351,645
10 117-170 115-310 1-180 1.3% 0-128 0.3% 59% False False 243,100
20 117-170 114-290 2-200 2.2% 0-109 0.3% 76% False False 122,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-202
2.618 118-027
1.618 117-240
1.000 117-174
0.618 117-133
HIGH 117-067
0.618 117-026
0.500 117-014
0.382 117-001
LOW 116-280
0.618 116-214
1.000 116-173
1.618 116-107
2.618 116-000
4.250 115-145
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 117-014 117-035
PP 116-317 117-012
S1 116-301 116-308

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

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