ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	116-285	117-035	0-070	0.2%	115-140
High	117-062	117-035	-0-027	-0.1%	116-090
Low	116-247	116-277	0-030	0.1%	115-087
Close	117-047	117-012	-0-035	-0.1%	116-052
Range	0-135	0-078	-0-057	-42.2%	1-003
ATR	0-180	0-173	-0-006	-3.6%	0-000
Volume	62,888	33,165	-29,723	-47.3%	2,726,066

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-235	117-202	117-055
R3	117-157	117-124	117-033
R2	117-079	117-079	117-026
R1	117-046	117-046	117-019	117-024
PP	117-001	117-001	117-001	116-310
S1	116-288	116-288	117-005	116-266
S2	116-243	116-243	116-318
S3	116-165	116-210	116-311
S4	116-087	116-132	116-289

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	117-062	115-265	1-117	1.2%	0-137	0.4%	89%	False	False	257,057
10	117-062	115-087	1-295	1.6%	0-156	0.4%	92%	False	False	368,618
20	117-062	113-265	3-117	2.9%	0-175	0.5%	95%	False	False	385,604
40	117-062	113-265	3-117	2.9%	0-196	0.5%	95%	False	False	388,327
60	117-062	112-130	4-252	4.1%	0-194	0.5%	97%	False	False	368,098
80	117-062	112-125	4-257	4.1%	0-196	0.5%	97%	False	False	336,031
100	117-250	112-125	5-125	4.6%	0-178	0.5%	86%	False	False	268,994

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-046
2.618	117-239
1.618	117-161
1.000	117-113
0.618	117-083
HIGH	117-035
0.618	117-005
0.500	116-316
0.382	116-307
LOW	116-277
0.618	116-229
1.000	116-199
1.618	116-151
2.618	116-073
4.250	115-266

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	117-007	116-302
PP	117-001	116-271
S1	116-316	116-241

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols