ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 115-295 115-232 -0-063 -0.2% 116-022
High 116-012 115-310 -0-022 -0.1% 116-310
Low 115-182 115-187 0-005 0.0% 115-292
Close 115-200 115-227 0-027 0.1% 116-067
Range 0-150 0-123 -0-027 -18.0% 1-018
ATR 0-146 0-144 -0-002 -1.1% 0-000
Volume 369,604 434,373 64,769 17.5% 2,212,364
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 116-290 116-222 115-295
R3 116-167 116-099 115-261
R2 116-044 116-044 115-250
R1 115-296 115-296 115-238 115-268
PP 115-241 115-241 115-241 115-228
S1 115-173 115-173 115-216 115-146
S2 115-118 115-118 115-204
S3 114-315 115-050 115-193
S4 114-192 114-247 115-159
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
5 116-227 115-182 1-045 1.0% 0-153 0.4% 12% False False 395,753
10 116-310 115-182 1-128 1.2% 0-172 0.5% 10% False False 434,355
20 117-170 115-182 1-308 1.7% 0-150 0.4% 7% False False 338,728
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-193
2.618 116-312
1.618 116-189
1.000 116-113
0.618 116-066
HIGH 115-310
0.618 115-263
0.500 115-248
0.382 115-234
LOW 115-187
0.618 115-111
1.000 115-064
1.618 114-308
2.618 114-185
4.250 113-304
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 115-248 115-310
PP 115-241 115-282
S1 115-234 115-254

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

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