ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 116-097 116-072 -0-025 -0.1% 115-177
High 116-110 116-155 0-045 0.1% 116-162
Low 115-307 116-065 0-078 0.2% 115-080
Close 116-067 116-135 0-068 0.2% 116-145
Range 0-123 0-090 -0-033 -26.8% 1-082
ATR 0-148 0-144 -0-004 -2.8% 0-000
Volume 431,497 501,840 70,343 16.3% 2,256,024
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 117-068 117-032 116-184
R3 116-298 116-262 116-160
R2 116-208 116-208 116-152
R1 116-172 116-172 116-143 116-190
PP 116-118 116-118 116-118 116-128
S1 116-082 116-082 116-127 116-100
S2 116-028 116-028 116-118
S3 115-258 115-312 116-110
S4 115-168 115-222 116-086
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-268 119-129 117-046
R3 118-186 118-047 116-256
R2 117-104 117-104 116-219
R1 116-285 116-285 116-182 117-034
PP 116-022 116-022 116-022 116-057
S1 115-203 115-203 116-108 115-272
S2 114-260 114-260 116-071
S3 113-178 114-121 116-034
S4 112-096 113-039 115-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-207 115-262 0-265 0.7% 0-136 0.4% 73% False False 463,548
10 116-207 115-080 1-127 1.2% 0-148 0.4% 84% False False 450,612
20 116-207 115-080 1-127 1.2% 0-145 0.4% 84% False False 414,527
40 117-025 114-315 2-030 1.8% 0-144 0.4% 69% False False 409,492
60 117-025 113-070 3-275 3.3% 0-148 0.4% 83% False False 335,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0-021
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 117-218
2.618 117-071
1.618 116-301
1.000 116-245
0.618 116-211
HIGH 116-155
0.618 116-121
0.500 116-110
0.382 116-099
LOW 116-065
0.618 116-009
1.000 115-295
1.618 115-239
2.618 115-149
4.250 115-002
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 116-127 116-122
PP 116-118 116-110
S1 116-110 116-097

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

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