ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 115-310 116-060 0-070 0.2% 115-297
High 116-097 116-090 -0-007 0.0% 116-145
Low 115-275 115-220 -0-055 -0.1% 115-172
Close 116-060 115-270 -0-110 -0.3% 115-207
Range 0-142 0-190 0-048 33.8% 0-293
ATR 0-146 0-149 0-003 2.1% 0-000
Volume 497,886 481,059 -16,827 -3.4% 1,906,463
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-230 117-120 116-054
R3 117-040 116-250 116-002
R2 116-170 116-170 115-305
R1 116-060 116-060 115-287 116-020
PP 115-300 115-300 115-300 115-280
S1 115-190 115-190 115-253 115-150
S2 115-110 115-110 115-235
S3 114-240 115-000 115-218
S4 114-050 114-130 115-166
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-200 118-017 116-048
R3 117-227 117-044 115-288
R2 116-254 116-254 115-261
R1 116-071 116-071 115-234 116-016
PP 115-281 115-281 115-281 115-254
S1 115-098 115-098 115-180 115-043
S2 114-308 114-308 115-153
S3 114-015 114-125 115-126
S4 113-042 113-152 115-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-097 115-080 1-017 0.9% 0-161 0.4% 56% False False 437,676
10 116-145 115-080 1-065 1.0% 0-146 0.4% 49% False False 420,396
20 117-025 115-080 1-265 1.6% 0-142 0.4% 32% False False 411,556
40 117-025 114-315 2-030 1.8% 0-144 0.4% 41% False False 394,673
60 117-025 112-130 4-215 4.0% 0-152 0.4% 74% False False 297,361
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-258
2.618 117-267
1.618 117-077
1.000 116-280
0.618 116-207
HIGH 116-090
0.618 116-017
0.500 115-315
0.382 115-293
LOW 115-220
0.618 115-103
1.000 115-030
1.618 114-233
2.618 114-043
4.250 113-052
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 115-315 115-266
PP 115-300 115-263
S1 115-285 115-260

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

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