ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 118-090 118-285 0-195 0.5% 117-277
High 119-007 120-000 0-313 0.8% 118-295
Low 118-012 118-165 0-153 0.4% 116-312
Close 118-282 119-245 0-283 0.7% 118-075
Range 0-315 1-155 0-160 50.8% 1-303
ATR 0-284 0-298 0-014 4.8% 0-000
Volume 272,116 201,405 -70,711 -26.0% 1,253,463
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 123-282 123-098 120-186
R3 122-127 121-263 120-056
R2 120-292 120-292 120-012
R1 120-108 120-108 119-289 120-200
PP 119-137 119-137 119-137 119-182
S1 118-273 118-273 119-201 119-045
S2 117-302 117-302 119-158
S3 116-147 117-118 119-114
S4 114-312 115-283 118-304
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 123-283 123-002 119-098
R3 121-300 121-019 118-246
R2 119-317 119-317 118-189
R1 119-036 119-036 118-132 119-176
PP 118-014 118-014 118-014 118-084
S1 117-053 117-053 118-018 117-194
S2 116-031 116-031 117-281
S3 114-048 115-070 117-224
S4 112-065 113-087 117-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-000 117-115 2-205 2.2% 1-029 0.9% 91% True False 241,353
10 120-000 116-312 3-008 2.5% 1-008 0.9% 92% True False 255,441
20 120-000 114-230 5-090 4.4% 0-304 0.8% 96% True False 243,108
40 120-000 110-290 9-030 7.6% 0-254 0.7% 97% True False 124,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-087
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 126-099
2.618 123-284
1.618 122-129
1.000 121-155
0.618 120-294
HIGH 120-000
0.618 119-139
0.500 119-082
0.382 119-026
LOW 118-165
0.618 117-191
1.000 117-010
1.618 116-036
2.618 114-201
4.250 112-066
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 119-191 119-134
PP 119-137 119-022
S1 119-082 118-231

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.