ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 116-300 116-240 -0-060 -0.2% 117-000
High 116-302 116-277 -0-025 -0.1% 117-110
Low 116-142 115-272 -0-190 -0.5% 115-272
Close 116-237 116-030 -0-207 -0.6% 116-030
Range 0-160 1-005 0-165 103.1% 1-158
ATR 0-124 0-138 0-014 11.6% 0-000
Volume 425,036 508,248 83,212 19.6% 1,928,688
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-101 118-231 116-209
R3 118-096 117-226 116-119
R2 117-091 117-091 116-090
R1 116-221 116-221 116-060 116-154
PP 116-086 116-086 116-086 116-053
S1 115-216 115-216 116-000 115-148
S2 115-081 115-081 115-290
S3 114-076 114-211 115-261
S4 113-071 113-206 115-171
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-291 119-319 116-293
R3 119-133 118-161 116-161
R2 117-295 117-295 116-118
R1 117-003 117-003 116-074 116-230
PP 116-137 116-137 116-137 116-091
S1 115-165 115-165 115-306 115-072
S2 114-299 114-299 115-262
S3 113-141 114-007 115-219
S4 111-303 112-169 115-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-110 115-272 1-158 1.3% 0-160 0.4% 16% False True 385,737
10 117-170 115-272 1-218 1.4% 0-153 0.4% 14% False True 323,267
20 117-170 115-080 2-090 2.0% 0-124 0.3% 37% False False 169,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 121-058
2.618 119-168
1.618 118-163
1.000 117-282
0.618 117-158
HIGH 116-277
0.618 116-153
0.500 116-114
0.382 116-076
LOW 115-272
0.618 115-071
1.000 114-267
1.618 114-066
2.618 113-061
4.250 111-171
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 116-114 116-170
PP 116-086 116-123
S1 116-058 116-076

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

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