ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 114-240 115-020 0-100 0.3% 114-160
High 114-280 115-030 0-070 0.2% 115-030
Low 114-170 114-030 -0-140 -0.4% 114-030
Close 114-260 114-050 -0-210 -0.6% 114-050
Range 0-110 1-000 0-210 190.9% 1-000
ATR 0-186 0-196 0-010 5.1% 0-000
Volume 25,535 31,277 5,742 22.5% 86,056
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-143 116-257 114-226
R3 116-143 115-257 114-138
R2 115-143 115-143 114-109
R1 114-257 114-257 114-079 114-200
PP 114-143 114-143 114-143 114-115
S1 113-257 113-257 114-021 113-200
S2 113-143 113-143 113-311
S3 112-143 112-257 113-282
S4 111-143 111-257 113-194
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-143 116-257 114-226
R3 116-143 115-257 114-138
R2 115-143 115-143 114-109
R1 114-257 114-257 114-079 114-200
PP 114-143 114-143 114-143 114-115
S1 113-257 113-257 114-021 113-200
S2 113-143 113-143 113-311
S3 112-143 112-257 113-282
S4 111-143 111-257 113-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-030 114-030 1-000 0.9% 0-152 0.4% 6% True True 17,211
10 115-030 112-150 2-200 2.3% 0-179 0.5% 64% True False 11,089
20 115-030 112-130 2-220 2.4% 0-174 0.5% 65% True False 6,605
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 119-110
2.618 117-228
1.618 116-228
1.000 116-030
0.618 115-228
HIGH 115-030
0.618 114-228
0.500 114-190
0.382 114-152
LOW 114-030
0.618 113-152
1.000 113-030
1.618 112-152
2.618 111-152
4.250 109-270
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 114-190 114-190
PP 114-143 114-143
S1 114-097 114-097

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

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