ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	113-030	113-160	0-130	0.4%	113-220
High	113-140	113-190	0-050	0.1%	113-220
Low	112-300	113-010	0-030	0.1%	112-130
Close	113-090	113-170	0-080	0.2%	112-190
Range	0-160	0-180	0-020	12.5%	1-090
ATR	0-201	0-199	-0-001	-0.7%	0-000
Volume	586	12,420	11,834	2,019.5%	8,314

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-023	114-277	113-269
R3	114-163	114-097	113-220
R2	113-303	113-303	113-203
R1	113-237	113-237	113-186	113-270
PP	113-123	113-123	113-123	113-140
S1	113-057	113-057	113-154	113-090
S2	112-263	112-263	113-137
S3	112-083	112-197	113-120
S4	111-223	112-017	113-071

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	113-190	112-130	1-060	1.0%	0-190	0.5%	95%	True	False	4,124
10	114-050	112-130	1-240	1.5%	0-171	0.5%	64%	False	False	3,486

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	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-315
2.618	115-021
1.618	114-161
1.000	114-050
0.618	113-301
HIGH	113-190
0.618	113-121
0.500	113-100
0.382	113-079
LOW	113-010
0.618	112-219
1.000	112-150
1.618	112-039
2.618	111-179
4.250	110-205

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	113-147	113-117
PP	113-123	113-063
S1	113-100	113-010

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