ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 114-160 114-190 0-030 0.1% 115-125
High 114-242 114-242 0-000 0.0% 115-137
Low 114-112 113-265 -0-167 -0.5% 113-265
Close 114-190 114-015 -0-175 -0.5% 114-015
Range 0-130 0-297 0-167 128.5% 1-192
ATR 0-210 0-217 0-006 2.9% 0-000
Volume 526,337 357,755 -168,582 -32.0% 2,246,392
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-318 116-144 114-178
R3 116-021 115-167 114-097
R2 115-044 115-044 114-069
R1 114-190 114-190 114-042 114-128
PP 114-067 114-067 114-067 114-037
S1 113-213 113-213 113-308 113-152
S2 113-090 113-090 113-281
S3 112-113 112-236 113-253
S4 111-136 111-259 113-172
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-075 118-077 114-297
R3 117-203 116-205 114-156
R2 116-011 116-011 114-109
R1 115-013 115-013 114-062 114-236
PP 114-139 114-139 114-139 114-090
S1 113-141 113-141 113-288 113-044
S2 112-267 112-267 113-241
S3 111-075 111-269 113-194
S4 109-203 110-077 113-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-137 113-265 1-192 1.4% 0-232 0.6% 14% False True 449,278
10 115-175 113-265 1-230 1.5% 0-226 0.6% 13% False True 414,218
20 116-235 113-265 2-290 2.5% 0-220 0.6% 8% False True 390,777
40 116-235 113-010 3-225 3.2% 0-203 0.6% 27% False False 360,616
60 117-030 112-125 4-225 4.1% 0-204 0.6% 35% False False 325,435
80 117-150 112-125 5-025 4.5% 0-181 0.5% 33% False False 244,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-062
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-224
2.618 117-060
1.618 116-083
1.000 115-219
0.618 115-106
HIGH 114-242
0.618 114-129
0.500 114-094
0.382 114-058
LOW 113-265
0.618 113-081
1.000 112-288
1.618 112-104
2.618 111-127
4.250 109-283
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 114-094 114-136
PP 114-067 114-096
S1 114-041 114-055

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

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