ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 118-267 119-100 0-153 0.4% 118-092
High 119-152 119-305 0-153 0.4% 119-305
Low 118-250 119-035 0-105 0.3% 118-010
Close 119-102 119-205 0-103 0.3% 119-205
Range 0-222 0-270 0-048 21.6% 1-295
ATR 0-262 0-263 0-001 0.2% 0-000
Volume 212,490 224,182 11,692 5.5% 1,053,772
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 122-032 121-228 120-034
R3 121-082 120-278 119-279
R2 120-132 120-132 119-254
R1 120-008 120-008 119-230 120-070
PP 119-182 119-182 119-182 119-212
S1 119-058 119-058 119-180 119-120
S2 118-232 118-232 119-156
S3 117-282 118-108 119-131
S4 117-012 117-158 119-056
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 124-312 124-073 120-223
R3 123-017 122-098 120-054
R2 121-042 121-042 119-318
R1 120-123 120-123 119-261 120-242
PP 119-067 119-067 119-067 119-126
S1 118-148 118-148 119-149 118-268
S2 117-092 117-092 119-092
S3 115-117 116-173 119-036
S4 113-142 114-198 118-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-305 118-010 1-295 1.6% 0-227 0.6% 84% True False 210,754
10 120-052 118-010 2-042 1.8% 0-261 0.7% 76% False False 133,629
20 120-190 117-142 3-048 2.6% 0-271 0.7% 70% False False 163,573
40 120-190 113-260 6-250 5.7% 0-269 0.7% 86% False False 180,353
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-172
2.618 122-052
1.618 121-102
1.000 120-255
0.618 120-152
HIGH 119-305
0.618 119-202
0.500 119-170
0.382 119-138
LOW 119-035
0.618 118-188
1.000 118-085
1.618 117-238
2.618 116-288
4.250 115-168
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 119-193 119-162
PP 119-182 119-120
S1 119-170 119-078

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

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