ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 114-165 114-207 0-042 0.1% 115-145
High 114-215 114-215 0-000 0.0% 115-150
Low 114-112 113-317 -0-115 -0.3% 114-237
Close 114-205 114-122 -0-083 -0.2% 114-247
Range 0-103 0-218 0-115 111.7% 0-233
ATR 0-155 0-160 0-004 2.9% 0-000
Volume 167,653 157,321 -10,332 -6.2% 480,817
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 116-125 116-022 114-242
R3 115-227 115-124 114-182
R2 115-009 115-009 114-162
R1 114-226 114-226 114-142 114-168
PP 114-111 114-111 114-111 114-083
S1 114-008 114-008 114-102 113-270
S2 113-213 113-213 114-082
S3 112-315 113-110 114-062
S4 112-097 112-212 114-002
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-057 116-225 115-055
R3 116-144 115-312 114-311
R2 115-231 115-231 114-290
R1 115-079 115-079 114-268 115-038
PP 114-318 114-318 114-318 114-298
S1 114-166 114-166 114-226 114-126
S2 114-085 114-085 114-204
S3 113-172 113-253 114-183
S4 112-259 113-020 114-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-117 113-317 2-120 2.1% 0-138 0.4% 16% False True 238,663
10 116-227 113-317 2-230 2.4% 0-145 0.4% 14% False True 317,208
20 117-170 113-317 3-173 3.1% 0-156 0.4% 11% False True 364,754
40 117-170 113-317 3-173 3.1% 0-130 0.4% 11% False True 199,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 117-182
2.618 116-146
1.618 115-248
1.000 115-113
0.618 115-030
HIGH 114-215
0.618 114-132
0.500 114-106
0.382 114-080
LOW 113-317
0.618 113-182
1.000 113-099
1.618 112-284
2.618 112-066
4.250 111-030
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 114-117 114-178
PP 114-111 114-160
S1 114-106 114-141

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

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