ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 117-210 117-142 -0-068 -0.2% 117-065
High 117-222 117-190 -0-032 -0.1% 118-040
Low 117-070 117-050 -0-020 -0.1% 117-052
Close 117-145 117-062 -0-083 -0.2% 117-145
Range 0-152 0-140 -0-012 -7.9% 0-308
ATR 0-141 0-141 0-000 -0.1% 0-000
Volume 20,536 7,126 -13,410 -65.3% 98,402
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-201 118-111 117-139
R3 118-061 117-291 117-100
R2 117-241 117-241 117-088
R1 117-151 117-151 117-075 117-126
PP 117-101 117-101 117-101 117-088
S1 117-011 117-011 117-049 116-306
S2 116-281 116-281 117-036
S3 116-141 116-191 117-024
S4 116-001 116-051 116-305
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-150 119-295 117-314
R3 119-162 118-307 117-230
R2 118-174 118-174 117-201
R1 117-319 117-319 117-173 118-086
PP 117-186 117-186 117-186 117-229
S1 117-011 117-011 117-117 117-098
S2 116-198 116-198 117-089
S3 115-210 116-023 117-060
S4 114-222 115-035 116-296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-040 117-050 0-310 0.8% 0-132 0.4% 4% False True 14,730
10 118-170 117-027 1-143 1.2% 0-146 0.4% 8% False False 38,339
20 118-210 116-285 1-245 1.5% 0-135 0.4% 17% False False 258,492
40 118-210 115-080 3-130 2.9% 0-134 0.4% 57% False False 335,355
60 118-210 115-000 3-210 3.1% 0-134 0.4% 60% False False 354,737
80 118-210 113-310 4-220 4.0% 0-141 0.4% 69% False False 343,061
100 118-210 112-130 6-080 5.3% 0-145 0.4% 77% False False 275,464
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-145
2.618 118-237
1.618 118-097
1.000 118-010
0.618 117-277
HIGH 117-190
0.618 117-137
0.500 117-120
0.382 117-103
LOW 117-050
0.618 116-283
1.000 116-230
1.618 116-143
2.618 116-003
4.250 115-095
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 117-120 117-156
PP 117-101 117-125
S1 117-081 117-093

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

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