ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 117-252 117-287 0-035 0.1% 118-090
High 118-052 118-067 0-015 0.0% 118-287
Low 117-232 117-200 -0-032 -0.1% 117-192
Close 117-312 117-240 -0-072 -0.2% 117-240
Range 0-140 0-187 0-047 33.6% 1-095
ATR 0-234 0-230 -0-003 -1.4% 0-000
Volume 270,053 208,505 -61,548 -22.8% 1,290,125
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 119-197 119-085 118-023
R3 119-010 118-218 117-291
R2 118-143 118-143 117-274
R1 118-031 118-031 117-257 117-314
PP 117-276 117-276 117-276 117-257
S1 117-164 117-164 117-223 117-126
S2 117-089 117-089 117-206
S3 116-222 116-297 117-189
S4 116-035 116-110 117-137
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 121-311 121-051 118-148
R3 120-216 119-276 118-034
R2 119-121 119-121 117-316
R1 118-181 118-181 117-278 118-104
PP 118-026 118-026 118-026 117-308
S1 117-086 117-086 117-202 117-008
S2 116-251 116-251 117-164
S3 115-156 115-311 117-126
S4 114-061 114-216 117-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-287 117-192 1-095 1.1% 0-214 0.6% 12% False False 258,025
10 119-135 117-192 1-263 1.5% 0-212 0.6% 8% False False 258,221
20 120-237 117-192 3-045 2.7% 0-221 0.6% 5% False False 249,138
40 120-237 117-115 3-122 2.9% 0-246 0.7% 12% False False 206,723
60 120-237 113-150 7-087 6.2% 0-254 0.7% 59% False False 199,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-222
2.618 119-237
1.618 119-050
1.000 118-254
0.618 118-183
HIGH 118-067
0.618 117-316
0.500 117-294
0.382 117-271
LOW 117-200
0.618 117-084
1.000 117-013
1.618 116-217
2.618 116-030
4.250 115-045
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 117-294 117-290
PP 117-276 117-273
S1 117-258 117-256

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

View Archives - Comment on this page... - Back to Index of Symbols