ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 115-020 114-050 -0-290 -0.8% 114-160
High 115-030 114-180 -0-170 -0.5% 115-030
Low 114-030 113-310 -0-040 -0.1% 114-030
Close 114-050 114-150 0-100 0.3% 114-050
Range 1-000 0-190 -0-130 -40.6% 1-000
ATR 0-196 0-195 0-000 -0.2% 0-000
Volume 31,277 38,418 7,141 22.8% 86,056
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-037 115-283 114-254
R3 115-167 115-093 114-202
R2 114-297 114-297 114-185
R1 114-223 114-223 114-167 114-260
PP 114-107 114-107 114-107 114-125
S1 114-033 114-033 114-133 114-070
S2 113-237 113-237 114-115
S3 113-047 113-163 114-098
S4 112-177 112-293 114-046
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
5 115-030 113-310 1-040 1.0% 0-172 0.5% 44% False True 23,792
10 115-030 112-300 2-050 1.9% 0-177 0.5% 71% False False 14,793
20 115-030 112-130 2-220 2.3% 0-179 0.5% 77% False False 8,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-028
2.618 116-037
1.618 115-167
1.000 115-050
0.618 114-297
HIGH 114-180
0.618 114-107
0.500 114-085
0.382 114-063
LOW 113-310
0.618 113-193
1.000 113-120
1.618 113-003
2.618 112-133
4.250 111-142
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 114-128 114-170
PP 114-107 114-163
S1 114-085 114-157

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

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