ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 117-287 117-220 -0-067 -0.2% 118-090
High 118-067 117-285 -0-102 -0.3% 118-287
Low 117-200 117-135 -0-065 -0.2% 117-192
Close 117-240 117-177 -0-063 -0.2% 117-240
Range 0-187 0-150 -0-037 -19.8% 1-095
ATR 0-230 0-225 -0-006 -2.5% 0-000
Volume 208,505 244,411 35,906 17.2% 1,290,125
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 119-009 118-243 117-260
R3 118-179 118-093 117-218
R2 118-029 118-029 117-204
R1 117-263 117-263 117-191 117-231
PP 117-199 117-199 117-199 117-183
S1 117-113 117-113 117-163 117-081
S2 117-049 117-049 117-150
S3 116-219 116-283 117-136
S4 116-069 116-133 117-094
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
5 118-285 117-135 1-150 1.2% 0-199 0.5% 9% False True 249,567
10 119-135 117-135 2-000 1.7% 0-212 0.6% 7% False True 253,786
20 120-237 117-135 3-102 2.8% 0-215 0.6% 4% False True 250,149
40 120-237 117-135 3-102 2.8% 0-243 0.6% 4% False True 206,861
60 120-237 113-260 6-297 5.9% 0-251 0.7% 54% False False 203,618
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-282
2.618 119-038
1.618 118-208
1.000 118-115
0.618 118-058
HIGH 117-285
0.618 117-228
0.500 117-210
0.382 117-192
LOW 117-135
0.618 117-042
1.000 116-305
1.618 116-212
2.618 116-062
4.250 115-138
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 117-210 117-261
PP 117-199 117-233
S1 117-188 117-205

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

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