ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	114-240	114-210	-0-030	-0.1%	112-190
High	114-240	115-020	0-100	0.3%	114-190
Low	114-160	114-180	0-020	0.1%	112-150
Close	114-160	114-250	0-090	0.2%	114-090
Range	0-080	0-160	0-080	100.0%	2-040
ATR	0-193	0-192	-0-001	-0.5%	0-000
Volume	12,482	11,251	-1,231	-9.9%	24,840

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-097	116-013	115-018
R3	115-257	115-173	114-294
R2	115-097	115-097	114-279
R1	115-013	115-013	114-265	115-055
PP	114-257	114-257	114-257	114-278
S1	114-173	114-173	114-235	114-215
S2	114-097	114-097	114-221
S3	113-257	114-013	114-206
S4	113-097	113-173	114-162

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-050	119-110	115-144
R3	118-010	117-070	114-277
R2	115-290	115-290	114-215
R1	115-030	115-030	114-152	115-160
PP	113-250	113-250	113-250	113-315
S1	112-310	112-310	114-028	113-120
S2	111-210	111-210	113-285
S3	109-170	110-270	113-223
S4	107-130	108-230	113-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-020	113-070	1-270	1.6%	0-162	0.4%	85%	True	False	7,939
10	115-020	112-130	2-210	2.3%	0-176	0.5%	89%	True	False	6,031

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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-060
2.618	116-119
1.618	115-279
1.000	115-180
0.618	115-119
HIGH	115-020
0.618	114-279
0.500	114-260
0.382	114-241
LOW	114-180
0.618	114-081
1.000	114-020
1.618	113-241
2.618	113-081
4.250	112-140

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	114-260	114-250
PP	114-257	114-250
S1	114-253	114-250

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