ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 118-060 118-160 0-100 0.3% 117-165
High 118-165 118-170 0-005 0.0% 118-210
Low 118-032 118-100 0-068 0.2% 117-085
Close 118-147 118-115 -0-032 -0.1% 118-072
Range 0-133 0-070 -0-063 -47.4% 1-125
ATR 0-130 0-125 -0-004 -3.3% 0-000
Volume 401,405 130,236 -271,169 -67.6% 2,286,560
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-018 118-297 118-154
R3 118-268 118-227 118-134
R2 118-198 118-198 118-128
R1 118-157 118-157 118-121 118-142
PP 118-128 118-128 118-128 118-121
S1 118-087 118-087 118-109 118-072
S2 118-058 118-058 118-102
S3 117-308 118-017 118-096
S4 117-238 117-267 118-076
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-071 121-196 118-317
R3 120-266 120-071 118-194
R2 119-141 119-141 118-154
R1 118-266 118-266 118-113 119-044
PP 118-016 118-016 118-016 118-064
S1 117-141 117-141 118-031 117-238
S2 116-211 116-211 117-310
S3 115-086 116-016 117-270
S4 113-281 114-211 117-147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-210 117-155 1-055 1.0% 0-125 0.3% 75% False False 481,531
10 118-210 117-042 1-168 1.3% 0-114 0.3% 81% False False 460,413
20 118-210 115-307 2-223 2.3% 0-114 0.3% 89% False False 421,439
40 118-210 115-080 3-130 2.9% 0-130 0.3% 91% False False 412,942
60 118-210 114-315 3-215 3.1% 0-135 0.4% 92% False False 408,528
80 118-210 112-150 6-060 5.2% 0-142 0.4% 95% False False 340,892
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 0-025
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 119-148
2.618 119-033
1.618 118-283
1.000 118-240
0.618 118-213
HIGH 118-170
0.618 118-143
0.500 118-135
0.382 118-127
LOW 118-100
0.618 118-057
1.000 118-030
1.618 117-307
2.618 117-237
4.250 117-122
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 118-135 118-114
PP 118-128 118-112
S1 118-122 118-111

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

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