ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 117-045 117-020 -0-025 -0.1% 116-217
High 117-087 117-020 -0-067 -0.2% 117-247
Low 116-232 116-110 -0-122 -0.3% 116-170
Close 116-307 116-150 -0-157 -0.4% 117-082
Range 0-175 0-230 0-055 31.4% 1-077
ATR 0-216 0-217 0-001 0.5% 0-000
Volume 457,634 313,947 -143,687 -31.4% 1,800,046
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 118-250 118-110 116-276
R3 118-020 117-200 116-213
R2 117-110 117-110 116-192
R1 116-290 116-290 116-171 116-245
PP 116-200 116-200 116-200 116-178
S1 116-060 116-060 116-129 116-015
S2 115-290 115-290 116-108
S3 115-060 115-150 116-087
S4 114-150 114-240 116-024
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-291 120-103 117-300
R3 119-214 119-026 117-191
R2 118-137 118-137 117-155
R1 117-269 117-269 117-118 118-043
PP 117-060 117-060 117-060 117-106
S1 116-192 116-192 117-046 116-286
S2 115-303 115-303 117-009
S3 114-226 115-115 116-293
S4 113-149 114-038 116-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-247 116-110 1-137 1.2% 0-240 0.6% 9% False True 370,845
10 117-247 116-020 1-227 1.5% 0-225 0.6% 24% False False 356,475
20 117-300 116-020 1-280 1.6% 0-217 0.6% 22% False False 200,946
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-038
2.618 118-302
1.618 118-072
1.000 117-250
0.618 117-162
HIGH 117-020
0.618 116-252
0.500 116-225
0.382 116-198
LOW 116-110
0.618 115-288
1.000 115-200
1.618 115-058
2.618 114-148
4.250 113-092
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 116-225 117-018
PP 116-200 116-276
S1 116-175 116-213

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.