ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 115-037 114-290 -0-067 -0.2% 115-052
High 115-045 115-117 0-072 0.2% 116-082
Low 114-205 114-235 0-030 0.1% 114-272
Close 114-312 114-282 -0-030 -0.1% 115-027
Range 0-160 0-202 0-042 26.3% 1-130
ATR 0-201 0-201 0-000 0.0% 0-000
Volume 289,151 291,853 2,702 0.9% 1,837,832
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 116-284 116-165 115-073
R3 116-082 115-283 115-018
R2 115-200 115-200 114-319
R1 115-081 115-081 114-301 115-040
PP 114-318 114-318 114-318 114-297
S1 114-199 114-199 114-263 114-158
S2 114-116 114-116 114-245
S3 113-234 113-317 114-226
S4 113-032 113-115 114-171
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 119-197 118-242 115-274
R3 118-067 117-112 115-151
R2 116-257 116-257 115-110
R1 115-302 115-302 115-068 115-214
PP 115-127 115-127 115-127 115-083
S1 114-172 114-172 114-306 114-084
S2 113-317 113-317 114-264
S3 112-187 113-042 114-223
S4 111-057 111-232 114-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-050 114-205 1-165 1.3% 0-184 0.5% 16% False False 367,081
10 116-082 114-205 1-197 1.4% 0-219 0.6% 15% False False 368,155
20 116-235 114-150 2-085 2.0% 0-195 0.5% 18% False False 339,508
40 116-235 112-125 4-110 3.8% 0-202 0.6% 57% False False 353,153
60 117-030 112-125 4-225 4.1% 0-190 0.5% 53% False False 266,334
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 0-045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-016
2.618 117-006
1.618 116-124
1.000 115-319
0.618 115-242
HIGH 115-117
0.618 115-040
0.500 115-016
0.382 114-312
LOW 114-235
0.618 114-110
1.000 114-033
1.618 113-228
2.618 113-026
4.250 112-016
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 115-016 115-001
PP 114-318 114-308
S1 114-300 114-295

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

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