ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 115-005 115-132 0-127 0.3% 114-080
High 115-150 115-145 -0-005 0.0% 115-062
Low 115-005 115-025 0-020 0.1% 114-020
Close 115-127 115-055 -0-072 -0.2% 115-002
Range 0-145 0-120 -0-025 -17.2% 1-042
ATR 0-151 0-149 -0-002 -1.5% 0-000
Volume 242,002 375,358 133,356 55.1% 1,691,397
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-115 116-045 115-121
R3 115-315 115-245 115-088
R2 115-195 115-195 115-077
R1 115-125 115-125 115-066 115-100
PP 115-075 115-075 115-075 115-062
S1 115-005 115-005 115-044 114-300
S2 114-275 114-275 115-033
S3 114-155 114-205 115-022
S4 114-035 114-085 114-309
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
5 115-150 114-177 0-293 0.8% 0-135 0.4% 68% False False 377,998
10 115-150 113-317 1-153 1.3% 0-140 0.4% 80% False False 307,560
20 116-310 113-317 2-313 2.6% 0-141 0.4% 40% False False 336,950
40 117-170 113-317 3-173 3.1% 0-135 0.4% 33% False False 268,462
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-015
2.618 116-139
1.618 116-019
1.000 115-265
0.618 115-219
HIGH 115-145
0.618 115-099
0.500 115-085
0.382 115-071
LOW 115-025
0.618 114-271
1.000 114-225
1.618 114-151
2.618 114-031
4.250 113-155
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 115-085 115-052
PP 115-075 115-050
S1 115-065 115-048

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

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