ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 116-130 116-212 0-082 0.2% 116-170
High 116-270 116-257 -0-013 0.0% 116-270
Low 116-120 116-180 0-060 0.2% 115-307
Close 116-210 116-227 0-017 0.0% 116-210
Range 0-150 0-077 -0-073 -48.7% 0-283
ATR 0-145 0-140 -0-005 -3.3% 0-000
Volume 422,060 612,739 190,679 45.2% 2,302,465
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 117-132 117-097 116-269
R3 117-055 117-020 116-248
R2 116-298 116-298 116-241
R1 116-263 116-263 116-234 116-280
PP 116-221 116-221 116-221 116-230
S1 116-186 116-186 116-220 116-204
S2 116-144 116-144 116-213
S3 116-067 116-109 116-206
S4 115-310 116-032 116-185
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-045 118-250 117-046
R3 118-082 117-287 116-288
R2 117-119 117-119 116-262
R1 117-004 117-004 116-236 117-062
PP 116-156 116-156 116-156 116-184
S1 116-041 116-041 116-184 116-098
S2 115-193 115-193 116-158
S3 114-230 115-078 116-132
S4 113-267 114-115 116-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-270 115-307 0-283 0.8% 0-117 0.3% 85% False False 469,084
10 116-270 115-102 1-168 1.3% 0-146 0.4% 91% False False 477,748
20 116-270 115-080 1-190 1.4% 0-138 0.4% 92% False False 417,917
40 117-025 114-315 2-030 1.8% 0-143 0.4% 82% False False 416,074
60 117-025 113-310 3-035 2.7% 0-143 0.4% 88% False False 352,719
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 117-264
2.618 117-139
1.618 117-062
1.000 117-014
0.618 116-305
HIGH 116-257
0.618 116-228
0.500 116-218
0.382 116-209
LOW 116-180
0.618 116-132
1.000 116-103
1.618 116-055
2.618 115-298
4.250 115-173
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 116-224 116-207
PP 116-221 116-187
S1 116-218 116-168

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

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