ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	115-317	115-305	-0-012	0.0%	115-062
High	116-002	116-042	0-040	0.1%	115-295
Low	115-210	115-237	0-027	0.1%	115-000
Close	115-302	116-030	0-048	0.1%	115-255
Range	0-112	0-125	0-013	11.6%	0-295
ATR	0-148	0-146	-0-002	-1.1%	0-000
Volume	246,304	367,246	120,942	49.1%	1,848,719

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-051	117-006	116-099
R3	116-246	116-201	116-064
R2	116-121	116-121	116-053
R1	116-076	116-076	116-041	116-098
PP	115-316	115-316	115-316	116-008
S1	115-271	115-271	116-019	115-294
S2	115-191	115-191	116-007
S3	115-066	115-146	115-316
S4	114-261	115-021	115-281

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	116-042	115-160	0-202	0.5%	0-110	0.3%	94%	True	False	370,756
10	116-042	114-315	1-047	1.0%	0-137	0.4%	97%	True	False	383,981
20	116-060	114-315	1-065	1.0%	0-141	0.4%	92%	False	False	374,049
40	116-060	112-130	3-250	3.3%	0-157	0.4%	98%	False	False	226,724

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-047
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-253
2.618	117-049
1.618	116-244
1.000	116-167
0.618	116-119
HIGH	116-042
0.618	115-314
0.500	115-300
0.382	115-285
LOW	115-237
0.618	115-160
1.000	115-112
1.618	115-035
2.618	114-230
4.250	114-026

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	116-013	116-009
PP	115-316	115-307
S1	115-300	115-286

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