ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 116-042 116-042 0-000 0.0% 115-237
High 116-077 116-067 -0-010 0.0% 116-077
Low 116-007 116-005 -0-002 0.0% 115-170
Close 116-060 116-040 -0-020 -0.1% 116-060
Range 0-070 0-062 -0-008 -11.4% 0-227
ATR 0-139 0-134 -0-006 -4.0% 0-000
Volume 524,985 442,675 -82,310 -15.7% 1,490,539
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-223 116-194 116-074
R3 116-161 116-132 116-057
R2 116-099 116-099 116-051
R1 116-070 116-070 116-046 116-054
PP 116-037 116-037 116-037 116-029
S1 116-008 116-008 116-034 115-312
S2 115-295 115-295 116-029
S3 115-233 115-266 116-023
S4 115-171 115-204 116-006
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
5 116-077 115-170 0-227 0.6% 0-103 0.3% 84% False False 386,642
10 116-077 114-265 1-132 1.2% 0-115 0.3% 92% False False 374,622
20 116-117 113-317 2-120 2.0% 0-128 0.3% 90% False False 331,546
40 117-170 113-317 3-173 3.0% 0-139 0.4% 60% False False 335,137
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 117-010
2.618 116-229
1.618 116-167
1.000 116-129
0.618 116-105
HIGH 116-067
0.618 116-043
0.500 116-036
0.382 116-029
LOW 116-005
0.618 115-287
1.000 115-263
1.618 115-225
2.618 115-163
4.250 115-062
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 116-039 116-019
PP 116-037 115-317
S1 116-036 115-296

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

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