ECBOT 5 Year T-Note Future September 2009


Show Legacy Chart
Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 116-037 116-087 0-050 0.1% 115-140
High 116-087 116-180 0-093 0.2% 116-090
Low 115-265 116-045 0-100 0.3% 115-087
Close 116-052 116-165 0-113 0.3% 116-052
Range 0-142 0-135 -0-007 -4.9% 1-003
ATR 0-185 0-182 -0-004 -1.9% 0-000
Volume 686,168 418,220 -267,948 -39.0% 2,726,066
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-215 117-165 116-239
R3 117-080 117-030 116-202
R2 116-265 116-265 116-190
R1 116-215 116-215 116-177 116-240
PP 116-130 116-130 116-130 116-142
S1 116-080 116-080 116-153 116-105
S2 115-315 115-315 116-140
S3 115-180 115-265 116-128
S4 115-045 115-130 116-091
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-299 118-178 116-230
R3 117-296 117-175 116-141
R2 116-293 116-293 116-111
R1 116-172 116-172 116-082 116-232
PP 115-290 115-290 115-290 116-000
S1 115-169 115-169 116-022 115-230
S2 114-287 114-287 115-313
S3 113-284 114-166 115-283
S4 112-281 113-163 115-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-180 115-202 0-298 0.8% 0-129 0.3% 95% True False 543,683
10 116-180 115-087 1-093 1.1% 0-153 0.4% 96% True False 467,033
20 116-180 113-265 2-235 2.3% 0-182 0.5% 98% True False 445,754
40 116-235 113-265 2-290 2.5% 0-199 0.5% 92% False False 407,618
60 116-235 112-125 4-110 3.7% 0-196 0.5% 95% False False 387,634
80 117-030 112-125 4-225 4.0% 0-195 0.5% 88% False False 333,873
100 117-250 112-125 5-125 4.6% 0-176 0.5% 77% False False 267,190
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 0-043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-114
2.618 117-213
1.618 117-078
1.000 116-315
0.618 116-263
HIGH 116-180
0.618 116-128
0.500 116-112
0.382 116-097
LOW 116-045
0.618 115-282
1.000 115-230
1.618 115-147
2.618 115-012
4.250 114-111
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 116-148 116-128
PP 116-130 116-091
S1 116-112 116-054

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

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