ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 115-172 115-142 -0-030 -0.1% 115-180
High 115-200 115-237 0-037 0.1% 116-060
Low 115-072 115-012 -0-060 -0.2% 115-060
Close 115-132 115-067 -0-065 -0.2% 115-287
Range 0-128 0-225 0-097 75.8% 1-000
ATR 0-158 0-163 0-005 3.0% 0-000
Volume 294,346 381,491 87,145 29.6% 1,429,520
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-140 117-009 115-191
R3 116-235 116-104 115-129
R2 116-010 116-010 115-108
R1 115-199 115-199 115-088 115-152
PP 115-105 115-105 115-105 115-082
S1 114-294 114-294 115-046 114-247
S2 114-200 114-200 115-026
S3 113-295 114-069 115-005
S4 113-070 113-164 114-263
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-242 118-105 116-143
R3 117-242 117-105 116-055
R2 116-242 116-242 116-026
R1 116-105 116-105 115-316 116-174
PP 115-242 115-242 115-242 115-277
S1 115-105 115-105 115-258 115-174
S2 114-242 114-242 115-228
S3 113-242 114-105 115-199
S4 112-242 113-105 115-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-060 115-012 1-048 1.0% 0-167 0.5% 15% False True 355,845
10 116-060 115-012 1-048 1.0% 0-144 0.4% 15% False True 364,116
20 116-060 113-310 2-070 1.9% 0-154 0.4% 56% False False 258,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 118-233
2.618 117-186
1.618 116-281
1.000 116-142
0.618 116-056
HIGH 115-237
0.618 115-151
0.500 115-124
0.382 115-098
LOW 115-012
0.618 114-193
1.000 114-107
1.618 113-288
2.618 113-063
4.250 112-016
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 115-124 115-166
PP 115-105 115-133
S1 115-086 115-100

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

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