ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 116-040 116-065 0-025 0.1% 115-237
High 116-135 116-150 0-015 0.0% 116-077
Low 116-020 115-307 -0-033 -0.1% 115-170
Close 116-052 116-012 -0-040 -0.1% 116-060
Range 0-115 0-163 0-048 41.7% 0-227
ATR 0-132 0-134 0-002 1.7% 0-000
Volume 287,005 332,500 45,495 15.9% 1,490,539
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-219 117-118 116-102
R3 117-056 116-275 116-057
R2 116-213 116-213 116-042
R1 116-112 116-112 116-027 116-081
PP 116-050 116-050 116-050 116-034
S1 115-269 115-269 115-317 115-238
S2 115-207 115-207 115-302
S3 115-044 115-106 115-287
S4 114-201 114-263 115-242
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
5 116-150 115-195 0-275 0.7% 0-116 0.3% 50% True False 379,516
10 116-150 115-025 1-125 1.2% 0-119 0.3% 69% True False 368,185
20 116-150 113-317 2-153 2.1% 0-130 0.3% 83% True False 329,043
40 117-170 113-317 3-173 3.1% 0-140 0.4% 58% False False 347,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-203
2.618 117-257
1.618 117-094
1.000 116-313
0.618 116-251
HIGH 116-150
0.618 116-088
0.500 116-068
0.382 116-049
LOW 115-307
0.618 115-206
1.000 115-144
1.618 115-043
2.618 114-200
4.250 113-254
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 116-068 116-068
PP 116-050 116-050
S1 116-031 116-031

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

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