ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 116-022 116-145 0-123 0.3% 117-000
High 116-165 116-310 0-145 0.4% 117-110
Low 115-292 116-130 0-158 0.4% 115-272
Close 116-142 116-262 0-120 0.3% 116-030
Range 0-193 0-180 -0-013 -6.7% 1-158
ATR 0-142 0-145 0-003 1.9% 0-000
Volume 615,201 368,022 -247,179 -40.2% 1,928,688
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-134 118-058 117-041
R3 117-274 117-198 116-312
R2 117-094 117-094 116-295
R1 117-018 117-018 116-278 117-056
PP 116-234 116-234 116-234 116-253
S1 116-158 116-158 116-246 116-196
S2 116-054 116-054 116-229
S3 115-194 115-298 116-212
S4 115-014 115-118 116-163
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
5 117-067 115-272 1-115 1.2% 0-193 0.5% 71% False False 453,644
10 117-170 115-272 1-218 1.4% 0-167 0.4% 58% False False 397,240
20 117-170 115-080 2-090 2.0% 0-136 0.4% 69% False False 218,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-115
2.618 118-141
1.618 117-281
1.000 117-170
0.618 117-101
HIGH 116-310
0.618 116-241
0.500 116-220
0.382 116-199
LOW 116-130
0.618 116-019
1.000 115-270
1.618 115-159
2.618 114-299
4.250 114-005
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 116-248 116-218
PP 116-234 116-175
S1 116-220 116-131

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

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