ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 116-290 116-285 -0-005 0.0% 116-212
High 117-000 116-315 -0-005 0.0% 117-005
Low 116-180 116-247 0-067 0.2% 116-180
Close 116-292 116-297 0-005 0.0% 116-297
Range 0-140 0-068 -0-072 -51.4% 0-145
ATR 0-134 0-130 -0-005 -3.5% 0-000
Volume 95,943 461,954 366,011 381.5% 1,779,424
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 117-170 117-142 117-014
R3 117-102 117-074 116-316
R2 117-034 117-034 116-309
R1 117-006 117-006 116-303 117-020
PP 116-286 116-286 116-286 116-294
S1 116-258 116-258 116-291 116-272
S2 116-218 116-218 116-285
S3 116-150 116-190 116-278
S4 116-082 116-122 116-260
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-062 118-005 117-057
R3 117-237 117-180 117-017
R2 117-092 117-092 117-004
R1 117-035 117-035 116-310 117-064
PP 116-267 116-267 116-267 116-282
S1 116-210 116-210 116-284 116-238
S2 116-122 116-122 116-270
S3 115-297 116-065 116-257
S4 115-152 115-240 116-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-005 116-180 0-145 0.4% 0-096 0.3% 81% False False 355,884
10 117-005 115-307 1-018 0.9% 0-109 0.3% 92% False False 408,188
20 117-005 115-080 1-245 1.5% 0-133 0.4% 95% False False 412,218
40 117-025 115-000 2-025 1.8% 0-134 0.4% 93% False False 402,860
60 117-025 113-310 3-035 2.7% 0-143 0.4% 95% False False 371,251
80 117-025 112-130 4-215 4.0% 0-148 0.4% 97% False False 279,707
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 117-284
2.618 117-173
1.618 117-105
1.000 117-063
0.618 117-037
HIGH 116-315
0.618 116-289
0.500 116-281
0.382 116-273
LOW 116-247
0.618 116-205
1.000 116-179
1.618 116-137
2.618 116-069
4.250 115-278
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 116-292 116-282
PP 116-286 116-267
S1 116-281 116-252

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

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