ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	115-200	115-272	0-072	0.2%	115-062
High	115-285	115-295	0-010	0.0%	115-295
Low	115-160	115-192	0-032	0.1%	115-000
Close	115-257	115-255	-0-002	0.0%	115-255
Range	0-125	0-103	-0-022	-17.6%	0-295
ATR	0-160	0-156	-0-004	-2.5%	0-000
Volume	467,227	414,860	-52,367	-11.2%	1,848,719

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-236	116-189	115-312
R3	116-133	116-086	115-283
R2	116-030	116-030	115-274
R1	115-303	115-303	115-264	115-275
PP	115-247	115-247	115-247	115-234
S1	115-200	115-200	115-246	115-172
S2	115-144	115-144	115-236
S3	115-041	115-097	115-227
S4	114-258	114-314	115-198

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-108	117-317	116-097
R3	117-133	117-022	116-016
R2	116-158	116-158	115-309
R1	116-047	116-047	115-282	116-102
PP	115-183	115-183	115-183	115-211
S1	115-072	115-072	115-228	115-128
S2	114-208	114-208	115-201
S3	113-233	114-097	115-174
S4	112-258	113-122	115-093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-295	115-000	0-295	0.8%	0-133	0.4%	86%	True	False	369,743
10	116-000	114-315	1-005	0.9%	0-156	0.4%	80%	False	False	389,979
20	116-060	114-170	1-210	1.4%	0-149	0.4%	76%	False	False	369,735
40	116-060	112-130	3-250	3.3%	0-159	0.4%	90%	False	False	202,432

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	117-093
2.618	116-245
1.618	116-142
1.000	116-078
0.618	116-039
HIGH	115-295
0.618	115-256
0.500	115-244
0.382	115-231
LOW	115-192
0.618	115-128
1.000	115-089
1.618	115-025
2.618	114-242
4.250	114-074

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	115-251	115-226
PP	115-247	115-197
S1	115-244	115-168

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