ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 117-005 116-245 -0-080 -0.2% 116-087
High 117-027 116-297 -0-050 -0.1% 117-062
Low 116-215 116-190 -0-025 -0.1% 116-045
Close 116-230 116-222 -0-008 0.0% 116-230
Range 0-132 0-107 -0-025 -18.9% 1-017
ATR 0-170 0-166 -0-005 -2.7% 0-000
Volume 13,952 18,039 4,087 29.3% 613,073
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-237 117-177 116-281
R3 117-130 117-070 116-251
R2 117-023 117-023 116-242
R1 116-283 116-283 116-232 116-260
PP 116-236 116-236 116-236 116-225
S1 116-176 116-176 116-212 116-152
S2 116-129 116-129 116-202
S3 116-022 116-069 116-193
S4 115-235 115-282 116-163
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
5 117-062 116-100 0-282 0.8% 0-130 0.3% 43% False False 42,578
10 117-062 115-202 1-180 1.3% 0-129 0.3% 68% False False 293,130
20 117-062 114-100 2-282 2.5% 0-161 0.4% 83% False False 344,510
40 117-062 113-265 3-117 2.9% 0-192 0.5% 85% False False 371,563
60 117-062 113-010 4-052 3.6% 0-190 0.5% 88% False False 356,319
80 117-062 112-125 4-257 4.1% 0-195 0.5% 90% False False 336,386
100 117-150 112-125 5-025 4.4% 0-179 0.5% 85% False False 269,313
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-112
2.618 117-257
1.618 117-150
1.000 117-084
0.618 117-043
HIGH 116-297
0.618 116-256
0.500 116-244
0.382 116-231
LOW 116-190
0.618 116-124
1.000 116-083
1.618 116-017
2.618 115-230
4.250 115-055
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 116-244 116-272
PP 116-236 116-256
S1 116-229 116-239

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

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