ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 116-310 117-097 0-107 0.3% 116-212
High 117-120 117-145 0-025 0.1% 117-005
Low 116-285 117-042 0-077 0.2% 116-180
Close 117-110 117-127 0-017 0.0% 116-297
Range 0-155 0-103 -0-052 -33.5% 0-145
ATR 0-131 0-129 -0-002 -1.5% 0-000
Volume 312,559 407,592 95,033 30.4% 1,779,424
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-094 118-053 117-184
R3 117-311 117-270 117-155
R2 117-208 117-208 117-146
R1 117-167 117-167 117-136 117-188
PP 117-105 117-105 117-105 117-115
S1 117-064 117-064 117-118 117-084
S2 117-002 117-002 117-108
S3 116-219 116-281 117-099
S4 116-116 116-178 117-070
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
5 117-145 116-180 0-285 0.8% 0-115 0.3% 94% True False 320,242
10 117-145 115-307 1-158 1.3% 0-110 0.3% 96% True False 385,497
20 117-145 115-080 2-065 1.9% 0-132 0.4% 97% True False 411,593
40 117-145 115-040 2-105 2.0% 0-134 0.4% 98% True False 404,994
60 117-145 114-100 3-045 2.7% 0-138 0.4% 98% True False 382,092
80 117-145 112-130 5-015 4.3% 0-149 0.4% 99% True False 288,697
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-263
2.618 118-095
1.618 117-312
1.000 117-248
0.618 117-209
HIGH 117-145
0.618 117-106
0.500 117-094
0.382 117-081
LOW 117-042
0.618 116-298
1.000 116-259
1.618 116-195
2.618 116-092
4.250 115-244
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 117-116 117-097
PP 117-105 117-066
S1 117-094 117-036

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

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