ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 02-Oct-2009

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	116-035	116-250	0-215	0.6%	115-280
High	116-247	117-025	0-098	0.3%	117-025
Low	116-017	116-185	0-168	0.5%	115-210
Close	116-225	116-210	-0-015	0.0%	116-210
Range	0-230	0-160	-0-070	-30.4%	1-135
ATR	0-152	0-153	0-001	0.4%	0-000
Volume	543,654	558,512	14,858	2.7%	2,073,861

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-087	117-308	116-298
R3	117-247	117-148	116-254
R2	117-087	117-087	116-239
R1	116-308	116-308	116-225	116-278
PP	116-247	116-247	116-247	116-231
S1	116-148	116-148	116-195	116-118
S2	116-087	116-087	116-181
S3	115-247	115-308	116-166
S4	115-087	115-148	116-122

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-233	120-037	117-140
R3	119-098	118-222	117-015
R2	117-283	117-283	116-293
R1	117-087	117-087	116-252	117-185
PP	116-148	116-148	116-148	116-198
S1	115-272	115-272	116-168	116-050
S2	115-013	115-013	116-127
S3	113-198	114-137	116-085
S4	112-063	113-002	115-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-025	115-210	1-135	1.2%	0-142	0.4%	70%	True	False	414,772
10	117-025	115-000	2-025	1.8%	0-138	0.4%	80%	True	False	392,258
20	117-025	114-315	2-030	1.8%	0-148	0.4%	80%	True	False	383,791
40	117-025	112-130	4-215	4.0%	0-158	0.4%	91%	True	False	254,212

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-065
2.618	118-124
1.618	117-284
1.000	117-185
0.618	117-124
HIGH	117-025
0.618	116-284
0.500	116-265
0.382	116-246
LOW	116-185
0.618	116-086
1.000	116-025
1.618	115-246
2.618	115-086
4.250	114-145

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	116-265	116-184
PP	116-247	116-157
S1	116-228	116-131

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