ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 116-062 116-087 0-025 0.1% 116-210
High 116-165 116-112 -0-053 -0.1% 116-302
Low 116-037 115-300 -0-057 -0.2% 115-295
Close 116-145 116-030 -0-115 -0.3% 115-312
Range 0-128 0-132 0-004 3.1% 1-007
ATR 0-148 0-149 0-001 0.8% 0-000
Volume 54,596 327,983 273,387 500.7% 2,128,370
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-117 117-045 116-103
R3 116-305 116-233 116-066
R2 116-173 116-173 116-054
R1 116-101 116-101 116-042 116-071
PP 116-041 116-041 116-041 116-026
S1 115-289 115-289 116-018 115-259
S2 115-229 115-229 116-006
S3 115-097 115-157 115-314
S4 114-285 115-025 115-277
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-111 118-218 116-172
R3 118-104 117-211 116-082
R2 117-097 117-097 116-052
R1 116-204 116-204 116-022 116-147
PP 116-090 116-090 116-090 116-061
S1 115-197 115-197 115-282 115-140
S2 115-083 115-083 115-252
S3 114-076 114-190 115-222
S4 113-069 113-183 115-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-302 115-280 1-022 0.9% 0-153 0.4% 20% False False 343,406
10 117-025 115-280 1-065 1.0% 0-149 0.4% 18% False False 415,156
20 117-025 114-315 2-030 1.8% 0-143 0.4% 53% False False 399,568
40 117-025 113-310 3-035 2.7% 0-148 0.4% 68% False False 329,235
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-033
2.618 117-138
1.618 117-006
1.000 116-244
0.618 116-194
HIGH 116-112
0.618 116-062
0.500 116-046
0.382 116-030
LOW 115-300
0.618 115-218
1.000 115-168
1.618 115-086
2.618 114-274
4.250 114-059
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 116-046 116-062
PP 116-041 116-052
S1 116-035 116-041

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.