ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 116-035 115-140 -0-215 -0.6% 115-182
High 116-117 115-280 -0-157 -0.4% 116-117
Low 115-120 115-087 -0-033 -0.1% 115-120
Close 115-145 115-252 0-107 0.3% 115-145
Range 0-317 0-193 -0-124 -39.1% 0-317
ATR 0-206 0-205 -0-001 -0.4% 0-000
Volume 361,002 425,870 64,868 18.0% 1,919,814
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-145 117-072 116-038
R3 116-272 116-199 115-305
R2 116-079 116-079 115-287
R1 116-006 116-006 115-270 116-042
PP 115-206 115-206 115-206 115-225
S1 115-133 115-133 115-234 115-170
S2 115-013 115-013 115-217
S3 114-140 114-260 115-199
S4 113-267 114-067 115-146
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-225 118-022 115-319
R3 117-228 117-025 115-232
R2 116-231 116-231 115-203
R1 116-028 116-028 115-174 115-291
PP 115-234 115-234 115-234 115-206
S1 115-031 115-031 115-116 114-294
S2 114-237 114-237 115-087
S3 113-240 114-034 115-058
S4 112-243 113-037 114-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-117 115-087 1-030 0.9% 0-178 0.5% 47% False True 390,384
10 116-117 114-100 2-017 1.8% 0-193 0.5% 72% False False 395,889
20 116-117 113-265 2-172 2.2% 0-213 0.6% 77% False False 415,402
40 116-235 113-265 2-290 2.5% 0-202 0.5% 67% False False 378,057
60 116-235 112-125 4-110 3.8% 0-207 0.6% 78% False False 376,584
80 117-030 112-125 4-225 4.1% 0-194 0.5% 72% False False 299,965
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-140
2.618 117-145
1.618 116-272
1.000 116-153
0.618 116-079
HIGH 115-280
0.618 115-206
0.500 115-184
0.382 115-161
LOW 115-087
0.618 114-288
1.000 114-214
1.618 114-095
2.618 113-222
4.250 112-227
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 115-229 115-262
PP 115-206 115-259
S1 115-184 115-255

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

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