ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 116-267 116-207 -0-060 -0.2% 117-000
High 116-295 116-227 -0-068 -0.2% 117-110
Low 116-200 116-057 -0-143 -0.4% 115-272
Close 116-225 116-157 -0-068 -0.2% 116-030
Range 0-095 0-170 0-075 78.9% 1-158
ATR 0-141 0-143 0-002 1.5% 0-000
Volume 448,275 361,741 -86,534 -19.3% 1,928,688
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-017 117-257 116-250
R3 117-167 117-087 116-204
R2 116-317 116-317 116-188
R1 116-237 116-237 116-173 116-192
PP 116-147 116-147 116-147 116-124
S1 116-067 116-067 116-141 116-022
S2 115-297 115-297 116-126
S3 115-127 115-217 116-110
S4 114-277 115-047 116-064
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
5 116-310 115-272 1-038 1.0% 0-193 0.5% 57% False False 460,297
10 117-170 115-272 1-218 1.4% 0-169 0.5% 38% False False 418,707
20 117-170 115-150 2-020 1.8% 0-138 0.4% 50% False False 258,734
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-310
2.618 118-032
1.618 117-182
1.000 117-077
0.618 117-012
HIGH 116-227
0.618 116-162
0.500 116-142
0.382 116-122
LOW 116-057
0.618 115-272
1.000 115-207
1.618 115-102
2.618 114-252
4.250 113-294
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 116-152 116-184
PP 116-147 116-175
S1 116-142 116-166

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

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