ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 114-207 114-080 -0-127 -0.3% 114-165
High 114-215 114-202 -0-013 0.0% 114-215
Low 113-317 114-020 0-023 0.1% 113-317
Close 114-122 114-175 0-053 0.1% 114-122
Range 0-218 0-182 -0-036 -16.5% 0-218
ATR 0-160 0-161 0-002 1.0% 0-000
Volume 157,321 171,620 14,299 9.1% 324,974
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-038 115-289 114-275
R3 115-176 115-107 114-225
R2 114-314 114-314 114-208
R1 114-245 114-245 114-192 114-280
PP 114-132 114-132 114-132 114-150
S1 114-063 114-063 114-158 114-098
S2 113-270 113-270 114-142
S3 113-088 113-201 114-125
S4 112-226 113-019 114-075
Weekly Pivots for week ending 01-Jan-2010
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-150 113-317 1-153 1.3% 0-148 0.4% 38% False False 195,482
10 116-155 113-317 2-158 2.2% 0-147 0.4% 22% False False 298,196
20 117-170 113-317 3-173 3.1% 0-158 0.4% 16% False False 358,452
40 117-170 113-317 3-173 3.1% 0-130 0.4% 16% False False 204,028
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-016
2.618 116-038
1.618 115-176
1.000 115-064
0.618 114-314
HIGH 114-202
0.618 114-132
0.500 114-111
0.382 114-090
LOW 114-020
0.618 113-228
1.000 113-158
1.618 113-046
2.618 112-184
4.250 111-206
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 114-154 114-152
PP 114-132 114-129
S1 114-111 114-106

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

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