ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	117-165	117-165	0-000	0.0%	116-310
High	117-172	117-290	0-118	0.3%	117-265
Low	117-085	117-155	0-070	0.2%	116-285
Close	117-165	117-265	0-100	0.3%	117-162
Range	0-087	0-135	0-048	55.2%	0-300
ATR	0-123	0-124	0-001	0.7%	0-000
Volume	410,543	501,592	91,049	22.2%	2,098,492

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-002	118-268	118-019
R3	118-187	118-133	117-302
R2	118-052	118-052	117-290
R1	117-318	117-318	117-277	118-025
PP	117-237	117-237	117-237	117-250
S1	117-183	117-183	117-253	117-210
S2	117-102	117-102	117-240
S3	116-287	117-048	117-228
S4	116-152	116-233	117-191

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-071	119-256	118-007
R3	119-091	118-276	117-244
R2	118-111	118-111	117-217
R1	117-296	117-296	117-190	118-044
PP	117-131	117-131	117-131	117-164
S1	116-316	116-316	117-134	117-064
S2	116-151	116-151	117-107
S3	115-171	116-016	117-080
S4	114-191	115-036	116-317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-290	117-077	0-213	0.6%	0-110	0.3%	88%	True	False	458,095
10	117-290	116-180	1-110	1.1%	0-112	0.3%	94%	True	False	389,168
20	117-290	115-220	2-070	1.9%	0-122	0.3%	96%	True	False	425,439
40	117-290	115-080	2-210	2.3%	0-133	0.4%	97%	True	False	416,797
60	117-290	114-315	2-295	2.5%	0-137	0.4%	97%	True	False	401,557
80	117-290	112-130	5-160	4.7%	0-145	0.4%	99%	True	False	317,170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-224
2.618	119-003
1.618	118-188
1.000	118-105
0.618	118-053
HIGH	117-290
0.618	117-238
0.500	117-222
0.382	117-207
LOW	117-155
0.618	117-072
1.000	117-020
1.618	116-257
2.618	116-122
4.250	115-221

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	117-251	117-239
PP	117-237	117-213
S1	117-222	117-188

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols