ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 116-140 116-057 -0-083 -0.2% 116-022
High 116-155 116-117 -0-038 -0.1% 116-310
Low 115-312 115-280 -0-032 -0.1% 115-292
Close 116-067 115-300 -0-087 -0.2% 116-067
Range 0-163 0-157 -0-006 -3.7% 1-018
ATR 0-145 0-146 0-001 0.6% 0-000
Volume 419,125 393,926 -25,199 -6.0% 2,212,364
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-170 117-072 116-066
R3 117-013 116-235 116-023
R2 116-176 116-176 116-009
R1 116-078 116-078 115-314 116-048
PP 116-019 116-019 116-019 116-004
S1 115-241 115-241 115-286 115-212
S2 115-182 115-182 115-271
S3 115-025 115-084 115-257
S4 114-188 114-247 115-214
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-170 118-297 116-253
R3 118-152 117-279 116-160
R2 117-134 117-134 116-129
R1 116-261 116-261 116-098 117-038
PP 116-116 116-116 116-116 116-165
S1 115-243 115-243 116-036 116-020
S2 115-098 115-098 116-005
S3 114-080 114-225 115-294
S4 113-062 113-207 115-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-310 115-280 1-030 0.9% 0-153 0.4% 6% False True 398,217
10 117-110 115-272 1-158 1.3% 0-162 0.4% 6% False False 422,048
20 117-170 115-270 1-220 1.5% 0-144 0.4% 6% False False 299,159
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-144
2.618 117-208
1.618 117-051
1.000 116-274
0.618 116-214
HIGH 116-117
0.618 116-057
0.500 116-038
0.382 116-020
LOW 115-280
0.618 115-183
1.000 115-123
1.618 115-026
2.618 114-189
4.250 113-253
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 116-038 116-094
PP 116-019 116-056
S1 116-000 116-018

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

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