ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 116-280 116-182 -0-098 -0.3% 116-210
High 116-302 116-195 -0-107 -0.3% 116-302
Low 116-165 115-295 -0-190 -0.5% 115-295
Close 116-190 115-312 -0-198 -0.5% 115-312
Range 0-137 0-220 0-083 60.6% 1-007
ATR 0-144 0-150 0-005 3.7% 0-000
Volume 367,448 428,556 61,108 16.6% 2,128,370
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-074 117-253 116-113
R3 117-174 117-033 116-052
R2 116-274 116-274 116-032
R1 116-133 116-133 116-012 116-094
PP 116-054 116-054 116-054 116-034
S1 115-233 115-233 115-292 115-194
S2 115-154 115-154 115-272
S3 114-254 115-013 115-252
S4 114-034 114-113 115-191
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-111 118-218 116-172
R3 118-104 117-211 116-082
R2 117-097 117-097 116-052
R1 116-204 116-204 116-022 116-147
PP 116-090 116-090 116-090 116-061
S1 115-197 115-197 115-282 115-140
S2 115-083 115-083 115-252
S3 114-076 114-190 115-222
S4 113-069 113-183 115-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-302 115-295 1-007 0.9% 0-138 0.4% 5% False True 425,674
10 117-025 115-210 1-135 1.2% 0-140 0.4% 22% False False 420,223
20 117-025 114-315 2-030 1.8% 0-148 0.4% 47% False False 405,101
40 117-025 113-300 3-045 2.7% 0-148 0.4% 65% False False 306,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-170
2.618 118-131
1.618 117-231
1.000 117-095
0.618 117-011
HIGH 116-195
0.618 116-111
0.500 116-085
0.382 116-059
LOW 115-295
0.618 115-159
1.000 115-075
1.618 114-259
2.618 114-039
4.250 113-000
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 116-085 116-138
PP 116-054 116-090
S1 116-023 116-041

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

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