ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	115-290	115-245	-0-045	-0.1%	114-300
High	115-295	115-275	-0-020	-0.1%	115-312
Low	115-202	115-135	-0-067	-0.2%	114-282
Close	115-265	115-160	-0-105	-0.3%	115-160
Range	0-093	0-140	0-047	50.5%	1-030
ATR	0-169	0-167	-0-002	-1.2%	0-000
Volume	438,500	272,645	-165,855	-37.8%	1,731,232

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-290	116-205	115-237
R3	116-150	116-065	115-198
R2	116-010	116-010	115-186
R1	115-245	115-245	115-173	115-218
PP	115-190	115-190	115-190	115-176
S1	115-105	115-105	115-147	115-078
S2	115-050	115-050	115-134
S3	114-230	114-285	115-122
S4	114-090	114-145	115-083

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-235	118-067	116-032
R3	117-205	117-037	115-256
R2	116-175	116-175	115-224
R1	116-007	116-007	115-192	116-091
PP	115-145	115-145	115-145	115-186
S1	114-297	114-297	115-128	115-061
S2	114-115	114-115	115-096
S3	113-085	113-267	115-064
S4	112-055	112-237	114-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-312	114-282	1-030	0.9%	0-144	0.4%	57%	False	False	346,246
10	115-312	113-310	2-002	1.7%	0-142	0.4%	76%	False	False	264,876
20	115-312	112-150	3-162	3.0%	0-161	0.4%	86%	False	False	137,982

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	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-230
2.618	117-002
1.618	116-182
1.000	116-095
0.618	116-042
HIGH	115-275
0.618	115-222
0.500	115-205
0.382	115-188
LOW	115-135
0.618	115-048
1.000	114-315
1.618	114-228
2.618	114-088
4.250	113-180

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	115-205	115-224
PP	115-190	115-202
S1	115-175	115-181

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