ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 115-237 115-197 -0-040 -0.1% 114-285
High 115-285 115-285 0-000 0.0% 115-262
Low 115-170 115-187 0-017 0.0% 114-265
Close 115-182 115-242 0-060 0.2% 115-235
Range 0-115 0-098 -0-017 -14.8% 0-317
ATR 0-146 0-142 -0-003 -2.1% 0-000
Volume 341,211 313,927 -27,284 -8.0% 1,813,006
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-212 116-165 115-296
R3 116-114 116-067 115-269
R2 116-016 116-016 115-260
R1 115-289 115-289 115-251 115-312
PP 115-238 115-238 115-238 115-250
S1 115-191 115-191 115-233 115-214
S2 115-140 115-140 115-224
S3 115-042 115-093 115-215
S4 114-264 114-315 115-188
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
5 115-285 115-025 0-260 0.7% 0-122 0.3% 83% True False 356,854
10 115-285 114-177 1-108 1.2% 0-126 0.3% 90% True False 369,244
20 116-117 113-317 2-120 2.1% 0-135 0.4% 74% False False 327,538
40 117-170 113-317 3-173 3.1% 0-139 0.4% 50% False False 303,539
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 6 trading days
Fibonacci Retracements and Extensions
4.250 117-062
2.618 116-222
1.618 116-124
1.000 116-063
0.618 116-026
HIGH 115-285
0.618 115-248
0.500 115-236
0.382 115-224
LOW 115-187
0.618 115-126
1.000 115-089
1.618 115-028
2.618 114-250
4.250 114-090
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 115-240 115-230
PP 115-238 115-217
S1 115-236 115-205

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

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