ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 116-000 116-165 0-165 0.4% 115-175
High 116-217 116-235 0-018 0.0% 116-217
Low 115-317 116-077 0-080 0.2% 115-130
Close 116-165 116-102 -0-063 -0.2% 116-165
Range 0-220 0-158 -0-062 -28.2% 1-087
ATR 0-192 0-190 -0-002 -1.3% 0-000
Volume 363,203 339,321 -23,882 -6.6% 1,650,298
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 117-292 117-195 116-189
R3 117-134 117-037 116-145
R2 116-296 116-296 116-131
R1 116-199 116-199 116-116 116-168
PP 116-138 116-138 116-138 116-123
S1 116-041 116-041 116-088 116-010
S2 115-300 115-300 116-073
S3 115-142 115-203 116-059
S4 114-304 115-045 116-015
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-005 119-172 117-069
R3 118-238 118-085 116-277
R2 117-151 117-151 116-240
R1 116-318 116-318 116-202 117-074
PP 116-064 116-064 116-064 116-102
S1 115-231 115-231 116-128 115-308
S2 114-297 114-297 116-090
S3 113-210 114-144 116-053
S4 112-123 113-057 115-261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-235 115-145 1-090 1.1% 0-186 0.5% 68% True False 331,012
10 116-235 114-150 2-085 1.9% 0-168 0.5% 82% True False 319,107
20 116-235 113-010 3-225 3.2% 0-187 0.5% 89% True False 325,832
40 117-010 112-125 4-205 4.0% 0-198 0.5% 85% False False 301,209
60 117-150 112-125 5-025 4.4% 0-171 0.5% 77% False False 201,147
Crabel Price Patterns
NR True
NR4 True
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-266
2.618 118-009
1.618 117-171
1.000 117-073
0.618 117-013
HIGH 116-235
0.618 116-175
0.500 116-156
0.382 116-137
LOW 116-077
0.618 115-299
1.000 115-239
1.618 115-141
2.618 114-303
4.250 114-046
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 116-156 116-100
PP 116-138 116-099
S1 116-120 116-098

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

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