ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 114-235 114-285 0-050 0.1% 114-080
High 115-062 115-040 -0-022 -0.1% 115-062
Low 114-177 114-265 0-088 0.2% 114-020
Close 115-002 115-010 0-008 0.0% 115-002
Range 0-205 0-095 -0-110 -53.7% 1-042
ATR 0-156 0-152 -0-004 -2.8% 0-000
Volume 357,551 441,871 84,320 23.6% 1,691,397
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 115-283 115-242 115-062
R3 115-188 115-147 115-036
R2 115-093 115-093 115-027
R1 115-052 115-052 115-019 115-072
PP 114-318 114-318 114-318 115-009
S1 114-277 114-277 115-001 114-298
S2 114-223 114-223 114-313
S3 114-128 114-182 114-304
S4 114-033 114-087 114-278
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
5 115-062 114-177 0-205 0.6% 0-127 0.3% 75% False False 392,329
10 115-150 113-317 1-153 1.3% 0-138 0.4% 70% False False 293,905
20 116-310 113-317 2-313 2.6% 0-153 0.4% 35% False False 362,255
40 117-170 113-317 3-173 3.1% 0-133 0.4% 29% False False 253,047
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 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-124
2.618 115-289
1.618 115-194
1.000 115-135
0.618 115-099
HIGH 115-040
0.618 115-004
0.500 114-312
0.382 114-301
LOW 114-265
0.618 114-206
1.000 114-170
1.618 114-111
2.618 114-016
4.250 113-181
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 115-004 114-313
PP 114-318 114-296
S1 114-312 114-280

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

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