ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 117-035 117-005 -0-030 -0.1% 116-087
High 117-035 117-027 -0-008 0.0% 117-062
Low 116-277 116-215 -0-062 -0.2% 116-045
Close 117-012 116-230 -0-102 -0.3% 116-230
Range 0-078 0-132 0-054 69.2% 1-017
ATR 0-173 0-170 -0-003 -1.7% 0-000
Volume 33,165 13,952 -19,213 -57.9% 613,073
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-020 117-257 116-303
R3 117-208 117-125 116-266
R2 117-076 117-076 116-254
R1 116-313 116-313 116-242 116-288
PP 116-264 116-264 116-264 116-252
S1 116-181 116-181 116-218 116-156
S2 116-132 116-132 116-206
S3 116-000 116-049 116-194
S4 115-188 115-237 116-157
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-270 119-107 117-095
R3 118-253 118-090 117-003
R2 117-236 117-236 116-292
R1 117-073 117-073 116-261 117-154
PP 116-219 116-219 116-219 116-260
S1 116-056 116-056 116-199 116-138
S2 115-202 115-202 116-168
S3 114-185 115-039 116-137
S4 113-168 114-022 116-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-062 116-045 1-017 0.9% 0-135 0.4% 55% False False 122,614
10 117-062 115-087 1-295 1.6% 0-138 0.4% 75% False False 333,913
20 117-062 113-277 3-105 2.9% 0-167 0.4% 86% False False 368,413
40 117-062 113-265 3-117 2.9% 0-193 0.5% 86% False False 379,595
60 117-062 113-010 4-052 3.6% 0-191 0.5% 89% False False 363,215
80 117-062 112-125 4-257 4.1% 0-195 0.5% 90% False False 336,180
100 117-150 112-125 5-025 4.4% 0-178 0.5% 85% False False 269,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-268
2.618 118-053
1.618 117-241
1.000 117-159
0.618 117-109
HIGH 117-027
0.618 116-297
0.500 116-281
0.382 116-265
LOW 116-215
0.618 116-133
1.000 116-083
1.618 116-001
2.618 115-189
4.250 114-294
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 116-281 116-298
PP 116-264 116-276
S1 116-247 116-253

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

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