ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 115-132 115-040 -0-092 -0.2% 114-080
High 115-145 115-172 0-027 0.1% 115-062
Low 115-025 115-030 0-005 0.0% 114-020
Close 115-055 115-137 0-082 0.2% 115-002
Range 0-120 0-142 0-022 18.3% 1-042
ATR 0-149 0-149 -0-001 -0.3% 0-000
Volume 375,358 365,944 -9,414 -2.5% 1,691,397
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-219 116-160 115-215
R3 116-077 116-018 115-176
R2 115-255 115-255 115-163
R1 115-196 115-196 115-150 115-226
PP 115-113 115-113 115-113 115-128
S1 115-054 115-054 115-124 115-084
S2 114-291 114-291 115-111
S3 114-149 114-232 115-098
S4 114-007 114-090 115-059
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
5 115-172 114-177 0-315 0.9% 0-141 0.4% 89% True False 356,545
10 115-172 113-317 1-175 1.3% 0-144 0.4% 93% True False 327,389
20 116-295 113-317 2-298 2.5% 0-139 0.4% 49% False False 336,846
40 117-170 113-317 3-173 3.1% 0-137 0.4% 41% False False 277,580
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-136
2.618 116-224
1.618 116-082
1.000 115-314
0.618 115-260
HIGH 115-172
0.618 115-118
0.500 115-101
0.382 115-084
LOW 115-030
0.618 114-262
1.000 114-208
1.618 114-120
2.618 113-298
4.250 113-066
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 115-125 115-121
PP 115-113 115-105
S1 115-101 115-088

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

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