ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 114-190 113-282 -0-228 -0.6% 115-125
High 114-242 114-180 -0-062 -0.2% 115-137
Low 113-265 113-277 0-012 0.0% 113-265
Close 114-015 114-165 0-150 0.4% 114-015
Range 0-297 0-223 -0-074 -24.9% 1-192
ATR 0-217 0-217 0-000 0.2% 0-000
Volume 357,755 496,117 138,362 38.7% 2,246,392
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-130 116-050 114-288
R3 115-227 115-147 114-226
R2 115-004 115-004 114-206
R1 114-244 114-244 114-185 114-284
PP 114-101 114-101 114-101 114-120
S1 114-021 114-021 114-145 114-061
S2 113-198 113-198 114-124
S3 112-295 113-118 114-104
S4 112-072 112-215 114-042
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
5 115-007 113-265 1-062 1.0% 0-213 0.6% 58% False False 447,558
10 115-175 113-265 1-230 1.5% 0-232 0.6% 40% False False 434,915
20 116-100 113-265 2-155 2.2% 0-223 0.6% 28% False False 398,617
40 116-235 113-010 3-225 3.2% 0-205 0.6% 40% False False 362,224
60 117-010 112-125 4-205 4.1% 0-207 0.6% 46% False False 333,678
80 117-150 112-125 5-025 4.4% 0-184 0.5% 42% False False 250,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-168
2.618 116-124
1.618 115-221
1.000 115-083
0.618 114-318
HIGH 114-180
0.618 114-095
0.500 114-068
0.382 114-042
LOW 113-277
0.618 113-139
1.000 113-054
1.618 112-236
2.618 112-013
4.250 110-289
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 114-133 114-141
PP 114-101 114-117
S1 114-068 114-094

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

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