ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 115-180 115-120 -0-060 -0.2% 114-300
High 115-232 115-175 -0-057 -0.2% 115-312
Low 115-115 115-060 -0-055 -0.1% 114-282
Close 115-152 115-147 -0-005 0.0% 115-160
Range 0-117 0-115 -0-002 -1.7% 1-030
ATR 0-164 0-160 -0-003 -2.1% 0-000
Volume 367,533 314,439 -53,094 -14.4% 1,731,232
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-152 116-105 115-210
R3 116-037 115-310 115-179
R2 115-242 115-242 115-168
R1 115-195 115-195 115-158 115-218
PP 115-127 115-127 115-127 115-139
S1 115-080 115-080 115-136 115-104
S2 115-012 115-012 115-126
S3 114-217 114-285 115-115
S4 114-102 114-170 115-084
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
5 115-312 115-060 0-252 0.7% 0-122 0.3% 35% False True 372,388
10 115-312 114-150 1-162 1.3% 0-133 0.4% 66% False False 318,539
20 115-312 113-010 2-302 2.5% 0-154 0.4% 82% False False 171,983
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 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-024
2.618 116-156
1.618 116-041
1.000 115-290
0.618 115-246
HIGH 115-175
0.618 115-131
0.500 115-118
0.382 115-104
LOW 115-060
0.618 114-309
1.000 114-265
1.618 114-194
2.618 114-079
4.250 113-211
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 115-137 115-168
PP 115-127 115-161
S1 115-118 115-154

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

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