ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 116-005 116-102 0-097 0.3% 115-300
High 116-145 116-127 -0-018 0.0% 116-165
Low 115-300 115-282 -0-018 0.0% 115-225
Close 116-112 115-292 -0-140 -0.4% 115-315
Range 0-165 0-165 0-000 0.0% 0-260
ATR 0-144 0-145 0-002 1.0% 0-000
Volume 302,995 386,859 83,864 27.7% 1,819,106
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-195 117-089 116-063
R3 117-030 116-244 116-017
R2 116-185 116-185 116-002
R1 116-079 116-079 115-307 116-050
PP 116-020 116-020 116-020 116-006
S1 115-234 115-234 115-277 115-204
S2 115-175 115-175 115-262
S3 115-010 115-069 115-247
S4 114-165 114-224 115-201
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-162 118-018 116-138
R3 117-222 117-078 116-066
R2 116-282 116-282 116-043
R1 116-138 116-138 116-019 116-210
PP 116-022 116-022 116-022 116-058
S1 115-198 115-198 115-291 115-270
S2 115-082 115-082 115-267
S3 114-142 114-258 115-244
S4 113-202 113-318 115-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-145 115-225 0-240 0.6% 0-135 0.4% 28% False False 403,517
10 116-302 115-225 1-077 1.1% 0-144 0.4% 17% False False 373,461
20 117-025 115-160 1-185 1.4% 0-136 0.4% 26% False False 401,146
40 117-025 114-150 2-195 2.3% 0-142 0.4% 55% False False 374,339
60 117-025 112-130 4-215 4.0% 0-154 0.4% 75% False False 254,179
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0-028
Fibonacci Retracements and Extensions
4.250 118-188
2.618 117-239
1.618 117-074
1.000 116-292
0.618 116-229
HIGH 116-127
0.618 116-064
0.500 116-044
0.382 116-025
LOW 115-282
0.618 115-180
1.000 115-117
1.618 115-015
2.618 114-170
4.250 113-221
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 116-044 116-036
PP 116-020 116-015
S1 115-316 115-313

These figures are updated between 7pm and 10pm EST after a trading day.

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