ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 115-290 115-245 -0-045 -0.1% 114-300
High 115-295 115-275 -0-020 -0.1% 115-312
Low 115-202 115-135 -0-067 -0.2% 114-282
Close 115-265 115-160 -0-105 -0.3% 115-160
Range 0-093 0-140 0-047 50.5% 1-030
ATR 0-169 0-167 -0-002 -1.2% 0-000
Volume 438,500 272,645 -165,855 -37.8% 1,731,232
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-290 116-205 115-237
R3 116-150 116-065 115-198
R2 116-010 116-010 115-186
R1 115-245 115-245 115-173 115-218
PP 115-190 115-190 115-190 115-176
S1 115-105 115-105 115-147 115-078
S2 115-050 115-050 115-134
S3 114-230 114-285 115-122
S4 114-090 114-145 115-083
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-235 118-067 116-032
R3 117-205 117-037 115-256
R2 116-175 116-175 115-224
R1 116-007 116-007 115-192 116-091
PP 115-145 115-145 115-145 115-186
S1 114-297 114-297 115-128 115-061
S2 114-115 114-115 115-096
S3 113-085 113-267 115-064
S4 112-055 112-237 114-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-312 114-282 1-030 0.9% 0-144 0.4% 57% False False 346,246
10 115-312 113-310 2-002 1.7% 0-142 0.4% 76% False False 264,876
20 115-312 112-150 3-162 3.0% 0-161 0.4% 86% False False 137,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-230
2.618 117-002
1.618 116-182
1.000 116-095
0.618 116-042
HIGH 115-275
0.618 115-222
0.500 115-205
0.382 115-188
LOW 115-135
0.618 115-048
1.000 114-315
1.618 114-228
2.618 114-088
4.250 113-180
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 115-205 115-224
PP 115-190 115-202
S1 115-175 115-181

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

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