ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 115-065 115-120 0-055 0.1% 115-280
High 115-137 115-215 0-078 0.2% 116-000
Low 115-000 115-040 0-040 0.1% 114-315
Close 115-105 115-200 0-095 0.3% 115-042
Range 0-137 0-175 0-038 27.7% 1-005
ATR 0-162 0-163 0-001 0.6% 0-000
Volume 340,656 331,834 -8,822 -2.6% 2,051,078
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-037 116-293 115-296
R3 116-182 116-118 115-248
R2 116-007 116-007 115-232
R1 115-263 115-263 115-216 115-295
PP 115-152 115-152 115-152 115-168
S1 115-088 115-088 115-184 115-120
S2 114-297 114-297 115-168
S3 114-122 114-233 115-152
S4 113-267 114-058 115-104
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
5 115-215 114-315 0-220 0.6% 0-164 0.4% 93% True False 397,206
10 116-060 114-315 1-065 1.0% 0-165 0.4% 53% False False 376,525
20 116-060 114-150 1-230 1.5% 0-149 0.4% 67% False False 347,532
40 116-060 112-130 3-250 3.3% 0-163 0.4% 85% False False 180,696
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 0-053
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-319
2.618 117-033
1.618 116-178
1.000 116-070
0.618 116-003
HIGH 115-215
0.618 115-148
0.500 115-128
0.382 115-107
LOW 115-040
0.618 114-252
1.000 114-185
1.618 114-077
2.618 113-222
4.250 112-256
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 115-176 115-169
PP 115-152 115-138
S1 115-128 115-108

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

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