ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 116-000 115-255 -0-065 -0.2% 116-165
High 116-050 115-270 -0-100 -0.3% 116-235
Low 115-215 114-287 -0-248 -0.7% 115-015
Close 115-230 114-300 -0-250 -0.7% 115-065
Range 0-155 0-303 0-148 95.5% 1-220
ATR 0-205 0-212 0-007 3.4% 0-000
Volume 460,109 341,296 -118,813 -25.8% 1,835,535
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 118-021 117-144 115-147
R3 117-038 116-161 115-063
R2 116-055 116-055 115-036
R1 115-178 115-178 115-008 115-125
PP 115-072 115-072 115-072 115-046
S1 114-195 114-195 114-272 114-142
S2 114-089 114-089 114-244
S3 113-106 113-212 114-217
S4 112-123 112-229 114-133
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% 0-246 0.7% 6% False False 361,037
10 116-235 114-272 1-283 1.6% 0-226 0.6% 5% False False 358,357
20 116-235 113-220 3-015 2.7% 0-203 0.6% 41% False False 340,717
40 116-235 112-125 4-110 3.8% 0-208 0.6% 59% False False 356,502
60 117-030 112-125 4-225 4.1% 0-187 0.5% 54% False False 249,127
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 0-043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-278
2.618 118-103
1.618 117-120
1.000 116-253
0.618 116-137
HIGH 115-270
0.618 115-154
0.500 115-118
0.382 115-083
LOW 114-287
0.618 114-100
1.000 113-304
1.618 113-117
2.618 112-134
4.250 110-279
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 115-118 115-184
PP 115-072 115-116
S1 115-026 115-048

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

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