ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 115-210 115-290 0-080 0.2% 114-050
High 115-312 115-295 -0-017 0.0% 115-000
Low 115-165 115-202 0-037 0.1% 113-310
Close 115-297 115-265 -0-032 -0.1% 114-290
Range 0-147 0-093 -0-054 -36.7% 1-010
ATR 0-175 0-169 -0-006 -3.3% 0-000
Volume 468,825 438,500 -30,325 -6.5% 917,531
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-213 116-172 115-316
R3 116-120 116-079 115-291
R2 116-027 116-027 115-282
R1 115-306 115-306 115-274 115-280
PP 115-254 115-254 115-254 115-241
S1 115-213 115-213 115-256 115-187
S2 115-161 115-161 115-248
S3 115-068 115-120 115-239
S4 114-295 115-027 115-214
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-230 117-110 115-152
R3 116-220 116-100 115-061
R2 115-210 115-210 115-030
R1 115-090 115-090 115-000 115-150
PP 114-200 114-200 114-200 114-230
S1 114-080 114-080 114-260 114-140
S2 113-190 113-190 114-230
S3 112-180 113-070 114-199
S4 111-170 112-060 114-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-312 114-170 1-142 1.2% 0-146 0.4% 90% False False 358,551
10 115-312 113-310 2-002 1.7% 0-160 0.4% 93% False False 240,739
20 115-312 112-130 3-182 3.1% 0-168 0.5% 96% False False 124,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-050
2.618 116-218
1.618 116-125
1.000 116-068
0.618 116-032
HIGH 115-295
0.618 115-259
0.500 115-248
0.382 115-238
LOW 115-202
0.618 115-145
1.000 115-109
1.618 115-052
2.618 114-279
4.250 114-127
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 115-260 115-232
PP 115-254 115-198
S1 115-248 115-164

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

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