ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 114-080 114-195 0-115 0.3% 114-165
High 114-202 115-002 0-120 0.3% 114-215
Low 114-020 114-190 0-170 0.5% 113-317
Close 114-175 114-302 0-127 0.3% 114-122
Range 0-182 0-132 -0-050 -27.5% 0-218
ATR 0-161 0-160 -0-001 -0.6% 0-000
Volume 171,620 295,473 123,853 72.2% 324,974
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-027 115-297 115-055
R3 115-215 115-165 115-018
R2 115-083 115-083 115-006
R1 115-033 115-033 114-314 115-058
PP 114-271 114-271 114-271 114-284
S1 114-221 114-221 114-290 114-246
S2 114-139 114-139 114-278
S3 114-007 114-089 114-266
S4 113-195 113-277 114-229
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
5 115-040 113-317 1-043 1.0% 0-152 0.4% 84% False False 198,166
10 116-117 113-317 2-120 2.1% 0-144 0.4% 40% False False 285,831
20 117-110 113-317 3-113 2.9% 0-152 0.4% 28% False False 349,968
40 117-170 113-317 3-173 3.1% 0-130 0.4% 27% False False 211,408
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 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-243
2.618 116-028
1.618 115-216
1.000 115-134
0.618 115-084
HIGH 115-002
0.618 114-272
0.500 114-256
0.382 114-240
LOW 114-190
0.618 114-108
1.000 114-058
1.618 113-296
2.618 113-164
4.250 112-269
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 114-287 114-254
PP 114-271 114-207
S1 114-256 114-160

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

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