ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 114-242 115-025 0-103 0.3% 115-160
High 115-057 115-025 -0-032 -0.1% 116-050
Low 114-220 114-087 -0-133 -0.4% 114-210
Close 115-010 114-127 -0-203 -0.6% 115-150
Range 0-157 0-258 0-101 64.3% 1-160
ATR 0-176 0-182 0-006 3.3% 0-000
Volume 375,798 408,539 32,741 8.7% 1,095,438
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-000 116-162 114-269
R3 116-062 115-224 114-198
R2 115-124 115-124 114-174
R1 114-286 114-286 114-151 114-236
PP 114-186 114-186 114-186 114-162
S1 114-028 114-028 114-103 113-298
S2 113-248 113-248 114-080
S3 112-310 113-090 114-056
S4 112-052 112-152 113-305
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 119-297 119-063 116-094
R3 118-137 117-223 115-282
R2 116-297 116-297 115-238
R1 116-063 116-063 115-194 115-260
PP 115-137 115-137 115-137 115-075
S1 114-223 114-223 115-106 114-100
S2 113-297 113-297 115-062
S3 112-137 113-063 115-018
S4 110-297 111-223 114-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-180 114-087 1-093 1.1% 0-206 0.6% 10% False True 421,831
10 116-280 114-087 2-193 2.3% 0-214 0.6% 5% False True 302,858
20 117-030 114-087 2-263 2.5% 0-175 0.5% 4% False True 155,124
40 117-250 114-087 3-163 3.1% 0-134 0.4% 4% False True 77,755
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 0-048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-162
2.618 117-060
1.618 116-122
1.000 115-283
0.618 115-184
HIGH 115-025
0.618 114-246
0.500 114-216
0.382 114-186
LOW 114-087
0.618 113-248
1.000 113-149
1.618 112-310
2.618 112-052
4.250 110-270
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 114-216 114-232
PP 114-186 114-197
S1 114-157 114-162

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.