ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 115-127 115-237 0-110 0.3% 114-285
High 115-262 115-285 0-023 0.1% 115-262
Low 115-125 115-170 0-045 0.1% 114-265
Close 115-235 115-182 -0-053 -0.1% 115-235
Range 0-137 0-115 -0-022 -16.1% 0-317
ATR 0-148 0-146 -0-002 -1.6% 0-000
Volume 387,831 341,211 -46,620 -12.0% 1,813,006
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-237 116-165 115-245
R3 116-122 116-050 115-214
R2 116-007 116-007 115-203
R1 115-255 115-255 115-193 115-234
PP 115-212 115-212 115-212 115-202
S1 115-140 115-140 115-171 115-118
S2 115-097 115-097 115-161
S3 114-302 115-025 115-150
S4 114-187 114-230 115-119
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-138 118-024 116-089
R3 117-141 117-027 116-002
R2 116-144 116-144 115-293
R1 116-030 116-030 115-264 116-087
PP 115-147 115-147 115-147 115-176
S1 115-033 115-033 115-206 115-090
S2 114-150 114-150 115-177
S3 113-153 114-036 115-148
S4 112-156 113-039 115-061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-285 115-005 0-280 0.8% 0-132 0.4% 63% True False 342,469
10 115-285 114-177 1-108 1.2% 0-130 0.4% 76% True False 367,399
20 116-155 113-317 2-158 2.2% 0-138 0.4% 63% False False 332,798
40 117-170 113-317 3-173 3.1% 0-138 0.4% 45% False False 295,766
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-134
2.618 116-266
1.618 116-151
1.000 116-080
0.618 116-036
HIGH 115-285
0.618 115-241
0.500 115-228
0.382 115-214
LOW 115-170
0.618 115-099
1.000 115-055
1.618 114-304
2.618 114-189
4.250 114-001
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 115-228 115-174
PP 115-212 115-166
S1 115-197 115-158

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

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