ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 115-272 115-280 0-008 0.0% 115-062
High 115-295 116-000 0-025 0.1% 115-295
Low 115-192 115-237 0-045 0.1% 115-000
Close 115-255 115-302 0-047 0.1% 115-255
Range 0-103 0-083 -0-020 -19.4% 0-295
ATR 0-156 0-151 -0-005 -3.3% 0-000
Volume 414,860 358,145 -56,715 -13.7% 1,848,719
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-215 116-182 116-028
R3 116-132 116-099 116-005
R2 116-049 116-049 115-317
R1 116-016 116-016 115-310 116-032
PP 115-286 115-286 115-286 115-295
S1 115-253 115-253 115-294 115-270
S2 115-203 115-203 115-287
S3 115-120 115-170 115-279
S4 115-037 115-087 115-256
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
5 116-000 115-000 1-000 0.9% 0-125 0.3% 94% True False 382,544
10 116-000 114-315 1-005 0.9% 0-148 0.4% 94% True False 390,210
20 116-060 114-282 1-098 1.1% 0-146 0.4% 81% False False 370,934
40 116-060 112-130 3-250 3.3% 0-160 0.4% 94% False False 211,385
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 117-033
2.618 116-217
1.618 116-134
1.000 116-083
0.618 116-051
HIGH 116-000
0.618 115-288
0.500 115-278
0.382 115-269
LOW 115-237
0.618 115-186
1.000 115-154
1.618 115-103
2.618 115-020
4.250 114-204
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 115-294 115-281
PP 115-286 115-261
S1 115-278 115-240

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.