ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 115-242 116-042 0-120 0.3% 115-237
High 116-045 116-077 0-032 0.1% 116-077
Low 115-195 116-007 0-132 0.4% 115-170
Close 116-015 116-060 0-045 0.1% 116-060
Range 0-170 0-070 -0-100 -58.8% 0-227
ATR 0-144 0-139 -0-005 -3.7% 0-000
Volume 310,416 524,985 214,569 69.1% 1,490,539
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-258 116-229 116-098
R3 116-188 116-159 116-079
R2 116-118 116-118 116-073
R1 116-089 116-089 116-066 116-104
PP 116-048 116-048 116-048 116-055
S1 116-019 116-019 116-054 116-034
S2 115-298 115-298 116-047
S3 115-228 115-269 116-041
S4 115-158 115-199 116-022
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-037 117-275 116-185
R3 117-130 117-048 116-122
R2 116-223 116-223 116-102
R1 116-141 116-141 116-081 116-182
PP 115-316 115-316 115-316 116-016
S1 115-234 115-234 116-039 115-275
S2 115-089 115-089 116-018
S3 114-182 115-007 115-318
S4 113-275 114-100 115-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-077 115-125 0-272 0.7% 0-118 0.3% 94% True False 375,674
10 116-077 114-177 1-220 1.5% 0-130 0.3% 97% True False 366,109
20 116-117 113-317 2-120 2.0% 0-131 0.4% 93% False False 331,131
40 117-170 113-317 3-173 3.0% 0-139 0.4% 62% False False 324,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 117-054
2.618 116-260
1.618 116-190
1.000 116-147
0.618 116-120
HIGH 116-077
0.618 116-050
0.500 116-042
0.382 116-034
LOW 116-007
0.618 115-284
1.000 115-257
1.618 115-214
2.618 115-144
4.250 115-030
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 116-054 116-031
PP 116-048 116-001
S1 116-042 115-292

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

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