ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 115-145 114-317 -0-148 -0.4% 116-057
High 115-150 115-040 -0-110 -0.3% 116-117
Low 115-035 114-237 -0-118 -0.3% 115-182
Close 115-060 114-247 -0-133 -0.4% 115-307
Range 0-115 0-123 0-008 7.0% 0-255
ATR 0-158 0-157 -0-001 -0.7% 0-000
Volume 282,051 198,766 -83,285 -29.5% 1,585,430
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 116-010 115-252 114-315
R3 115-207 115-129 114-281
R2 115-084 115-084 114-270
R1 115-006 115-006 114-258 114-304
PP 114-281 114-281 114-281 114-270
S1 114-203 114-203 114-236 114-180
S2 114-158 114-158 114-224
S3 114-035 114-080 114-213
S4 113-232 113-277 114-179
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-114 117-305 116-127
R3 117-179 117-050 116-057
R2 116-244 116-244 116-034
R1 116-115 116-115 116-010 116-052
PP 115-309 115-309 115-309 115-277
S1 115-180 115-180 115-284 115-117
S2 115-054 115-054 115-260
S3 114-119 114-245 115-237
S4 113-184 113-310 115-167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-117 114-237 1-200 1.4% 0-129 0.4% 2% False True 334,464
10 116-310 114-237 2-073 1.9% 0-141 0.4% 1% False True 366,341
20 117-170 114-237 2-253 2.4% 0-153 0.4% 1% False True 373,026
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 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-243
2.618 116-042
1.618 115-239
1.000 115-163
0.618 115-116
HIGH 115-040
0.618 114-313
0.500 114-298
0.382 114-284
LOW 114-237
0.618 114-161
1.000 114-114
1.618 114-038
2.618 113-235
4.250 113-034
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 114-298 115-177
PP 114-281 115-094
S1 114-264 115-010

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

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