ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 114-262 114-235 -0-027 -0.1% 114-080
High 114-297 115-062 0-085 0.2% 115-062
Low 114-185 114-177 -0-008 0.0% 114-020
Close 114-255 115-002 0-067 0.2% 115-002
Range 0-112 0-205 0-093 83.0% 1-042
ATR 0-153 0-156 0-004 2.5% 0-000
Volume 473,208 357,551 -115,657 -24.4% 1,691,397
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-269 116-180 115-115
R3 116-064 115-295 115-058
R2 115-179 115-179 115-040
R1 115-090 115-090 115-021 115-134
PP 114-294 114-294 114-294 114-316
S1 114-205 114-205 114-303 114-250
S2 114-089 114-089 114-284
S3 113-204 114-000 114-266
S4 112-319 113-115 114-209
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-047 117-227 115-201
R3 117-005 116-185 115-102
R2 115-283 115-283 115-068
R1 115-143 115-143 115-035 115-213
PP 114-241 114-241 114-241 114-276
S1 114-101 114-101 114-289 114-171
S2 113-199 113-199 114-256
S3 112-157 113-059 114-222
S4 111-115 112-017 114-123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-062 114-020 1-042 1.0% 0-145 0.4% 83% True False 338,279
10 116-117 113-317 2-120 2.1% 0-141 0.4% 43% False False 288,471
20 116-310 113-317 2-313 2.6% 0-156 0.4% 34% False False 361,413
40 117-170 113-317 3-173 3.1% 0-133 0.4% 29% False False 242,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-293
2.618 116-279
1.618 116-074
1.000 115-267
0.618 115-189
HIGH 115-062
0.618 114-304
0.500 114-280
0.382 114-255
LOW 114-177
0.618 114-050
1.000 113-292
1.618 113-165
2.618 112-280
4.250 111-266
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 114-308 114-308
PP 114-294 114-294
S1 114-280 114-280

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

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