ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 114-282 114-262 -0-020 -0.1% 114-165
High 114-297 114-297 0-000 0.0% 114-215
Low 114-205 114-185 -0-020 -0.1% 113-317
Close 114-290 114-255 -0-035 -0.1% 114-122
Range 0-092 0-112 0-020 21.7% 0-218
ATR 0-156 0-153 -0-003 -2.0% 0-000
Volume 393,545 473,208 79,663 20.2% 324,974
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 115-262 115-210 114-317
R3 115-150 115-098 114-286
R2 115-038 115-038 114-276
R1 114-306 114-306 114-265 114-276
PP 114-246 114-246 114-246 114-230
S1 114-194 114-194 114-245 114-164
S2 114-134 114-134 114-234
S3 114-022 114-082 114-224
S4 113-230 113-290 114-193
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% 0-147 0.4% 79% False False 298,233
10 116-117 113-317 2-120 2.1% 0-133 0.4% 34% False False 296,153
20 117-067 113-317 3-070 2.8% 0-152 0.4% 25% False False 361,121
40 117-170 113-317 3-173 3.1% 0-130 0.4% 23% False False 233,066
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-133
2.618 115-270
1.618 115-158
1.000 115-089
0.618 115-046
HIGH 114-297
0.618 114-254
0.500 114-241
0.382 114-228
LOW 114-185
0.618 114-116
1.000 114-073
1.618 114-004
2.618 113-212
4.250 113-029
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 114-250 114-254
PP 114-246 114-254
S1 114-241 114-254

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

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