ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 114-195 114-282 0-087 0.2% 114-165
High 115-002 114-297 -0-025 -0.1% 114-215
Low 114-190 114-205 0-015 0.0% 113-317
Close 114-302 114-290 -0-012 0.0% 114-122
Range 0-132 0-092 -0-040 -30.3% 0-218
ATR 0-160 0-156 -0-005 -2.8% 0-000
Volume 295,473 393,545 98,072 33.2% 324,974
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 115-220 115-187 115-021
R3 115-128 115-095 114-315
R2 115-036 115-036 114-307
R1 115-003 115-003 114-298 115-020
PP 114-264 114-264 114-264 114-272
S1 114-231 114-231 114-282 114-248
S2 114-172 114-172 114-273
S3 114-080 114-139 114-265
S4 113-308 114-047 114-239
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
5 115-002 113-317 1-005 0.9% 0-145 0.4% 90% False False 237,122
10 116-117 113-317 2-120 2.1% 0-137 0.4% 39% False False 285,793
20 117-110 113-317 3-113 2.9% 0-150 0.4% 27% False False 353,920
40 117-170 113-317 3-173 3.1% 0-130 0.4% 26% False False 221,246
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 116-048
2.618 115-218
1.618 115-126
1.000 115-069
0.618 115-034
HIGH 114-297
0.618 114-262
0.500 114-251
0.382 114-240
LOW 114-205
0.618 114-148
1.000 114-113
1.618 114-056
2.618 113-284
4.250 113-134
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 114-277 114-250
PP 114-264 114-211
S1 114-251 114-171

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

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