ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 115-052 115-162 0-110 0.3% 116-165
High 115-212 116-082 0-190 0.5% 116-235
Low 114-272 115-075 0-123 0.3% 115-015
Close 115-192 116-017 0-145 0.4% 115-065
Range 0-260 1-007 0-067 25.8% 1-220
ATR 0-199 0-209 0-009 4.6% 0-000
Volume 322,175 261,254 -60,921 -18.9% 1,835,535
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 118-292 118-162 116-197
R3 117-285 117-155 116-107
R2 116-278 116-278 116-077
R1 116-148 116-148 116-047 116-213
PP 115-271 115-271 115-271 115-304
S1 115-141 115-141 115-307 115-206
S2 114-264 114-264 115-277
S3 113-257 114-134 115-247
S4 112-250 113-127 115-157
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-232 119-208 116-042
R3 119-012 117-308 115-214
R2 117-112 117-112 115-164
R1 116-088 116-088 115-114 115-310
PP 115-212 115-212 115-212 115-162
S1 114-188 114-188 115-016 114-090
S2 113-312 113-312 114-286
S3 112-092 112-288 114-236
S4 110-192 111-068 114-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-082 114-272 1-130 1.2% 0-254 0.7% 86% True False 369,228
10 116-235 114-272 1-283 1.6% 0-222 0.6% 64% False False 350,120
20 116-235 113-215 3-020 2.6% 0-198 0.5% 78% False False 327,786
40 116-235 112-125 4-110 3.7% 0-208 0.6% 84% False False 345,973
60 117-070 112-125 4-265 4.2% 0-185 0.5% 76% False False 235,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 120-192
2.618 118-298
1.618 117-291
1.000 117-089
0.618 116-284
HIGH 116-082
0.618 115-277
0.500 115-238
0.382 115-200
LOW 115-075
0.618 114-193
1.000 114-068
1.618 113-186
2.618 112-179
4.250 110-285
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 115-304 115-284
PP 115-271 115-230
S1 115-238 115-177

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

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