ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	114-300	115-075	0-095	0.3%	114-050
High	115-095	115-225	0-130	0.4%	115-000
Low	114-282	115-017	0-055	0.1%	113-310
Close	115-080	115-192	0-112	0.3%	114-290
Range	0-133	0-208	0-075	56.4%	1-010
ATR	0-175	0-177	0-002	1.3%	0-000
Volume	243,449	307,813	64,364	26.4%	917,531

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-129	117-048	115-306
R3	116-241	116-160	115-249
R2	116-033	116-033	115-230
R1	115-272	115-272	115-211	115-312
PP	115-145	115-145	115-145	115-165
S1	115-064	115-064	115-173	115-104
S2	114-257	114-257	115-154
S3	114-049	114-176	115-135
S4	113-161	113-288	115-078

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-230	117-110	115-152
R3	116-220	116-100	115-061
R2	115-210	115-210	115-030
R1	115-090	115-090	115-000	115-150
PP	114-200	114-200	114-200	114-230
S1	114-080	114-080	114-260	114-140
S2	113-190	113-190	114-230
S3	112-180	113-070	114-199
S4	111-170	112-060	114-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-225	114-150	1-075	1.1%	0-144	0.4%	92%	True	False	264,689
10	115-225	113-310	1-235	1.5%	0-163	0.4%	94%	True	False	153,685
20	115-225	112-130	3-095	2.9%	0-173	0.5%	97%	True	False	79,399

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	118-149
2.618	117-130
1.618	116-242
1.000	116-113
0.618	116-034
HIGH	115-225
0.618	115-146
0.500	115-121
0.382	115-096
LOW	115-017
0.618	114-208
1.000	114-129
1.618	114-000
2.618	113-112
4.250	112-093

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	115-168	115-140
PP	115-145	115-089
S1	115-121	115-038

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