ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 115-245 115-180 -0-065 -0.2% 114-300
High 115-275 115-232 -0-043 -0.1% 115-312
Low 115-135 115-115 -0-020 -0.1% 114-282
Close 115-160 115-152 -0-008 0.0% 115-160
Range 0-140 0-117 -0-023 -16.4% 1-030
ATR 0-167 0-164 -0-004 -2.1% 0-000
Volume 272,645 367,533 94,888 34.8% 1,731,232
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-197 116-132 115-216
R3 116-080 116-015 115-184
R2 115-283 115-283 115-173
R1 115-218 115-218 115-163 115-192
PP 115-166 115-166 115-166 115-154
S1 115-101 115-101 115-141 115-075
S2 115-049 115-049 115-131
S3 114-252 114-304 115-120
S4 114-135 114-187 115-088
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
5 115-312 115-017 0-295 0.8% 0-141 0.4% 46% False False 371,063
10 115-312 114-100 1-212 1.4% 0-135 0.4% 70% False False 297,787
20 115-312 112-300 3-012 2.6% 0-156 0.4% 84% False False 156,290
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-089
2.618 116-218
1.618 116-101
1.000 116-029
0.618 115-304
HIGH 115-232
0.618 115-187
0.500 115-174
0.382 115-160
LOW 115-115
0.618 115-043
1.000 114-318
1.618 114-246
2.618 114-129
4.250 113-258
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 115-174 115-205
PP 115-166 115-187
S1 115-159 115-170

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

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