ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 119-087 119-070 -0-017 0.0% 118-090
High 119-140 119-172 0-032 0.1% 120-190
Low 119-015 119-042 0-027 0.1% 118-012
Close 119-120 119-067 -0-053 -0.1% 119-212
Range 0-125 0-130 0-005 4.0% 2-178
ATR 0-277 0-266 -0-010 -3.8% 0-000
Volume 100,798 133,930 33,132 32.9% 1,073,300
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 120-164 120-085 119-138
R3 120-034 119-275 119-103
R2 119-224 119-224 119-091
R1 119-145 119-145 119-079 119-120
PP 119-094 119-094 119-094 119-081
S1 119-015 119-015 119-055 118-310
S2 118-284 118-284 119-043
S3 118-154 118-205 119-031
S4 118-024 118-075 118-316
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-032 125-300 121-022
R3 124-174 123-122 120-117
R2 121-316 121-316 120-042
R1 120-264 120-264 119-287 121-130
PP 119-138 119-138 119-138 119-231
S1 118-086 118-086 119-137 118-272
S2 116-280 116-280 119-062
S3 114-102 115-228 118-307
S4 111-244 113-050 118-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-115 119-015 1-100 1.1% 0-195 0.5% 12% False False 153,882
10 120-190 117-142 3-048 2.6% 0-280 0.7% 56% False False 193,517
20 120-190 115-275 4-235 4.0% 0-284 0.7% 71% False False 236,173
40 120-190 110-290 9-220 8.1% 0-258 0.7% 86% False False 148,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-079
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-084
2.618 120-192
1.618 120-062
1.000 119-302
0.618 119-252
HIGH 119-172
0.618 119-122
0.500 119-107
0.382 119-092
LOW 119-042
0.618 118-282
1.000 118-232
1.618 118-152
2.618 118-022
4.250 117-130
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 119-107 119-136
PP 119-094 119-113
S1 119-080 119-090

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.