ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 117-120 117-245 0-125 0.3% 117-127
High 117-267 118-007 0-060 0.2% 118-047
Low 117-115 117-090 -0-025 -0.1% 117-070
Close 117-262 117-135 -0-127 -0.3% 117-090
Range 0-152 0-237 0-085 55.9% 0-297
ATR 0-173 0-178 0-005 2.6% 0-000
Volume 253,522 328,123 74,601 29.4% 1,549,352
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-255 119-112 117-265
R3 119-018 118-195 117-200
R2 118-101 118-101 117-178
R1 117-278 117-278 117-157 117-231
PP 117-184 117-184 117-184 117-160
S1 117-041 117-041 117-113 116-314
S2 116-267 116-267 117-092
S3 116-030 116-124 117-070
S4 115-113 115-207 117-005
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-107 119-235 117-253
R3 119-130 118-258 117-172
R2 118-153 118-153 117-144
R1 117-281 117-281 117-117 117-228
PP 117-176 117-176 117-176 117-149
S1 116-304 116-304 117-063 116-252
S2 116-199 116-199 117-036
S3 115-222 116-007 117-008
S4 114-245 115-030 116-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-007 117-070 0-257 0.7% 0-155 0.4% 25% True False 308,744
10 118-142 117-070 1-072 1.0% 0-165 0.4% 17% False False 286,580
20 118-295 117-070 1-225 1.5% 0-162 0.4% 12% False False 259,249
40 119-152 116-110 3-042 2.7% 0-196 0.5% 34% False False 297,138
60 119-152 116-020 3-132 2.9% 0-192 0.5% 40% False False 222,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-054
2.618 119-307
1.618 119-070
1.000 118-244
0.618 118-153
HIGH 118-007
0.618 117-236
0.500 117-208
0.382 117-181
LOW 117-090
0.618 116-264
1.000 116-173
1.618 116-027
2.618 115-110
4.250 114-043
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 117-208 117-198
PP 117-184 117-177
S1 117-160 117-156

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.