ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 116-087 116-152 0-065 0.2% 115-140
High 116-180 116-297 0-117 0.3% 116-090
Low 116-045 116-100 0-055 0.1% 115-087
Close 116-165 116-272 0-107 0.3% 116-052
Range 0-135 0-197 0-062 45.9% 1-003
ATR 0-182 0-183 0-001 0.6% 0-000
Volume 418,220 84,848 -333,372 -79.7% 2,726,066
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-174 118-100 117-060
R3 117-297 117-223 117-006
R2 117-100 117-100 116-308
R1 117-026 117-026 116-290 117-063
PP 116-223 116-223 116-223 116-242
S1 116-149 116-149 116-254 116-186
S2 116-026 116-026 116-236
S3 115-149 115-272 116-218
S4 114-272 115-075 116-164
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
5 116-297 115-247 1-050 1.0% 0-142 0.4% 93% True False 467,757
10 116-297 115-087 1-210 1.4% 0-164 0.4% 95% True False 442,295
20 116-297 113-265 3-032 2.7% 0-183 0.5% 97% True False 426,445
40 116-297 113-265 3-032 2.7% 0-201 0.5% 97% True False 403,901
60 116-297 112-130 4-167 3.9% 0-196 0.5% 98% True False 379,286
80 117-030 112-125 4-225 4.0% 0-196 0.5% 95% False False 334,878
100 117-250 112-125 5-125 4.6% 0-177 0.5% 83% False False 268,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-174
2.618 118-173
1.618 117-296
1.000 117-174
0.618 117-099
HIGH 116-297
0.618 116-222
0.500 116-198
0.382 116-175
LOW 116-100
0.618 115-298
1.000 115-223
1.618 115-101
2.618 114-224
4.250 113-223
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 116-248 116-222
PP 116-223 116-171
S1 116-198 116-121

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

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