ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 115-160 115-062 -0-098 -0.3% 115-280
High 115-212 115-157 -0-055 -0.1% 116-000
Low 115-025 115-030 0-005 0.0% 114-315
Close 115-042 115-042 0-000 0.0% 115-042
Range 0-187 0-127 -0-060 -32.1% 1-005
ATR 0-166 0-164 -0-003 -1.7% 0-000
Volume 497,277 294,142 -203,135 -40.8% 2,051,078
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-137 116-057 115-112
R3 116-010 115-250 115-077
R2 115-203 115-203 115-065
R1 115-123 115-123 115-054 115-100
PP 115-076 115-076 115-076 115-065
S1 114-316 114-316 115-030 114-292
S2 114-269 114-269 115-019
S3 114-142 114-189 115-007
S4 114-015 114-062 114-292
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-134 117-253 115-221
R3 117-129 116-248 115-131
R2 116-124 116-124 115-102
R1 115-243 115-243 115-072 115-181
PP 115-119 115-119 115-119 115-088
S1 114-238 114-238 115-012 114-176
S2 114-114 114-114 114-302
S3 113-109 113-233 114-273
S4 112-104 112-228 114-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-237 114-315 0-242 0.7% 0-172 0.5% 19% False False 397,876
10 116-060 114-315 1-065 1.0% 0-157 0.4% 12% False False 377,474
20 116-060 113-310 2-070 1.9% 0-150 0.4% 52% False False 321,175
40 116-060 112-130 3-250 3.3% 0-162 0.4% 72% False False 163,890
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-049
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117-057
2.618 116-169
1.618 116-042
1.000 115-284
0.618 115-235
HIGH 115-157
0.618 115-108
0.500 115-094
0.382 115-079
LOW 115-030
0.618 114-272
1.000 114-223
1.618 114-145
2.618 114-018
4.250 113-130
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 115-094 115-104
PP 115-076 115-083
S1 115-059 115-062

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

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