ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 112-160 112-190 0-030 0.1% 113-220
High 113-090 113-040 -0-050 -0.1% 113-220
Low 112-130 112-150 0-020 0.1% 112-130
Close 112-190 113-020 0-150 0.4% 112-190
Range 0-280 0-210 -0-070 -25.0% 1-090
ATR
Volume 5,671 1,383 -4,288 -75.6% 8,314
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 114-273 114-197 113-136
R3 114-063 113-307 113-078
R2 113-173 113-173 113-058
R1 113-097 113-097 113-039 113-135
PP 112-283 112-283 112-283 112-302
S1 112-207 112-207 113-001 112-245
S2 112-073 112-073 112-302
S3 111-183 111-317 112-282
S4 110-293 111-107 112-224
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-237 115-303 113-096
R3 115-147 114-213 112-303
R2 114-057 114-057 112-265
R1 113-123 113-123 112-228 113-045
PP 112-287 112-287 112-287 112-248
S1 112-033 112-033 112-152 111-275
S2 111-197 111-197 112-115
S3 110-107 110-263 112-077
S4 109-017 109-173 111-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-200 112-130 1-070 1.1% 0-202 0.6% 54% False False 1,939
10 114-050 112-130 1-240 1.5% 0-181 0.5% 38% False False 2,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-292
2.618 114-270
1.618 114-060
1.000 113-250
0.618 113-170
HIGH 113-040
0.618 112-280
0.500 112-255
0.382 112-230
LOW 112-150
0.618 112-020
1.000 111-260
1.618 111-130
2.618 110-240
4.250 109-218
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 112-312 112-318
PP 112-283 112-297
S1 112-255 112-275

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.