ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 118-285 119-295 1-010 0.9% 117-277
High 120-000 120-190 0-190 0.5% 118-295
Low 118-165 119-172 1-007 0.9% 116-312
Close 119-245 119-227 -0-018 0.0% 118-075
Range 1-155 1-018 -0-137 -28.8% 1-303
ATR 0-298 0-301 0-003 1.0% 0-000
Volume 201,405 197,876 -3,529 -1.8% 1,253,463
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 123-037 122-150 120-093
R3 122-019 121-132 120-000
R2 121-001 121-001 119-289
R1 120-114 120-114 119-258 120-048
PP 119-303 119-303 119-303 119-270
S1 119-096 119-096 119-196 119-030
S2 118-285 118-285 119-165
S3 117-267 118-078 119-134
S4 116-249 117-060 119-041
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
5 120-190 117-142 3-048 2.6% 1-046 1.0% 72% True False 233,152
10 120-190 116-312 3-198 3.0% 1-014 0.9% 76% True False 242,254
20 120-190 114-240 5-270 4.9% 0-308 0.8% 85% True False 248,886
40 120-190 110-290 9-220 8.1% 0-261 0.7% 91% True False 129,161
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 0-087
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-026
2.618 123-115
1.618 122-097
1.000 121-208
0.618 121-079
HIGH 120-190
0.618 120-061
0.500 120-021
0.382 119-301
LOW 119-172
0.618 118-283
1.000 118-154
1.618 117-265
2.618 116-247
4.250 115-016
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 120-021 119-185
PP 119-303 119-143
S1 119-265 119-101

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.