ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 120-012 120-175 0-163 0.4% 118-092
High 120-217 120-237 0-020 0.1% 119-305
Low 119-250 120-070 0-140 0.4% 118-010
Close 120-155 120-130 -0-025 -0.1% 119-205
Range 0-287 0-167 -0-120 -41.8% 1-295
ATR 0-252 0-246 -0-006 -2.4% 0-000
Volume 218,202 349,085 130,883 60.0% 1,053,772
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 122-007 121-235 120-222
R3 121-160 121-068 120-176
R2 120-313 120-313 120-161
R1 120-221 120-221 120-145 120-184
PP 120-146 120-146 120-146 120-127
S1 120-054 120-054 120-115 120-016
S2 119-299 119-299 120-099
S3 119-132 119-207 120-084
S4 118-285 119-040 120-038
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 124-312 124-073 120-223
R3 123-017 122-098 120-054
R2 121-042 121-042 119-318
R1 120-123 120-123 119-261 120-242
PP 119-067 119-067 119-067 119-126
S1 118-148 118-148 119-149 118-268
S2 117-092 117-092 119-092
S3 115-117 116-173 119-036
S4 113-142 114-198 118-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-237 119-035 1-202 1.4% 0-213 0.6% 80% True False 241,672
10 120-237 118-010 2-227 2.3% 0-240 0.6% 88% True False 212,974
20 120-237 118-010 2-227 2.3% 0-236 0.6% 88% True False 164,388
40 120-237 114-230 6-007 5.0% 0-270 0.7% 94% True False 203,748
60 120-237 110-290 9-267 8.2% 0-248 0.6% 97% True False 137,610
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-073
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-307
2.618 122-034
1.618 121-187
1.000 121-084
0.618 121-020
HIGH 120-237
0.618 120-173
0.500 120-154
0.382 120-134
LOW 120-070
0.618 119-287
1.000 119-223
1.618 119-120
2.618 118-273
4.250 118-000
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 120-154 120-105
PP 120-146 120-080
S1 120-138 120-054

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

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