ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 116-010 115-305 -0-025 -0.1% 115-297
High 116-030 115-305 -0-045 -0.1% 116-145
Low 115-242 115-172 -0-070 -0.2% 115-172
Close 115-305 115-207 -0-098 -0.3% 115-207
Range 0-108 0-133 0-025 23.1% 0-293
ATR 0-143 0-142 -0-001 -0.5% 0-000
Volume 417,259 369,696 -47,563 -11.4% 1,906,463
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 116-307 116-230 115-280
R3 116-174 116-097 115-244
R2 116-041 116-041 115-231
R1 115-284 115-284 115-219 115-256
PP 115-228 115-228 115-228 115-214
S1 115-151 115-151 115-195 115-123
S2 115-095 115-095 115-183
S3 114-282 115-018 115-170
S4 114-149 114-205 115-134
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-200 118-017 116-048
R3 117-227 117-044 115-288
R2 116-254 116-254 115-261
R1 116-071 116-071 115-234 116-016
PP 115-281 115-281 115-281 115-254
S1 115-098 115-098 115-180 115-043
S2 114-308 114-308 115-153
S3 114-015 114-125 115-126
S4 113-042 113-152 115-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-145 115-172 0-293 0.8% 0-136 0.4% 12% False True 381,292
10 116-165 115-172 0-313 0.8% 0-132 0.4% 11% False True 372,556
20 117-025 115-172 1-173 1.3% 0-136 0.4% 7% False True 396,390
40 117-025 114-170 2-175 2.2% 0-143 0.4% 44% False False 383,062
60 117-025 112-130 4-215 4.0% 0-151 0.4% 69% False False 267,084
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-230
2.618 117-013
1.618 116-200
1.000 116-118
0.618 116-067
HIGH 115-305
0.618 115-254
0.500 115-238
0.382 115-223
LOW 115-172
0.618 115-090
1.000 115-039
1.618 114-277
2.618 114-144
4.250 113-247
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 115-238 115-310
PP 115-228 115-275
S1 115-218 115-241

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

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