ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 115-197 115-242 0-045 0.1% 114-285
High 115-285 116-045 0-080 0.2% 115-262
Low 115-187 115-195 0-008 0.0% 114-265
Close 115-242 116-015 0-093 0.3% 115-235
Range 0-098 0-170 0-072 73.5% 0-317
ATR 0-142 0-144 0-002 1.4% 0-000
Volume 313,927 310,416 -3,511 -1.1% 1,813,006
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-168 117-102 116-108
R3 116-318 116-252 116-062
R2 116-148 116-148 116-046
R1 116-082 116-082 116-031 116-115
PP 115-298 115-298 115-298 115-315
S1 115-232 115-232 115-319 115-265
S2 115-128 115-128 115-304
S3 114-278 115-062 115-288
S4 114-108 114-212 115-242
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
5 116-045 115-030 1-015 0.9% 0-132 0.4% 91% True False 343,865
10 116-045 114-177 1-188 1.4% 0-134 0.4% 94% True False 360,931
20 116-117 113-317 2-120 2.0% 0-135 0.4% 87% False False 323,362
40 117-170 113-317 3-173 3.1% 0-140 0.4% 58% False False 311,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118-128
2.618 117-170
1.618 117-000
1.000 116-215
0.618 116-150
HIGH 116-045
0.618 115-300
0.500 115-280
0.382 115-260
LOW 115-195
0.618 115-090
1.000 115-025
1.618 114-240
2.618 114-070
4.250 113-112
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 115-317 115-312
PP 115-298 115-290
S1 115-280 115-268

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

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