ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 117-155 117-170 0-015 0.0% 117-127
High 117-190 117-202 0-012 0.0% 118-047
Low 117-082 117-070 -0-012 0.0% 117-070
Close 117-170 117-090 -0-080 -0.2% 117-090
Range 0-108 0-132 0-024 22.2% 0-297
ATR 0-176 0-173 -0-003 -1.8% 0-000
Volume 308,593 354,519 45,926 14.9% 1,549,352
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-197 118-115 117-163
R3 118-065 117-303 117-126
R2 117-253 117-253 117-114
R1 117-171 117-171 117-102 117-146
PP 117-121 117-121 117-121 117-108
S1 117-039 117-039 117-078 117-014
S2 116-309 116-309 117-066
S3 116-177 116-227 117-054
S4 116-045 116-095 117-017
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-107 119-235 117-253
R3 119-130 118-258 117-172
R2 118-153 118-153 117-144
R1 117-281 117-281 117-117 117-228
PP 117-176 117-176 117-176 117-149
S1 116-304 116-304 117-063 116-252
S2 116-199 116-199 117-036
S3 115-222 116-007 117-008
S4 114-245 115-030 116-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-047 117-070 0-297 0.8% 0-151 0.4% 7% False True 309,870
10 118-142 117-070 1-072 1.0% 0-165 0.4% 5% False True 264,861
20 118-295 117-070 1-225 1.5% 0-155 0.4% 4% False True 256,147
40 119-152 116-020 3-132 2.9% 0-195 0.5% 36% False False 300,773
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-123
2.618 118-228
1.618 118-096
1.000 118-014
0.618 117-284
HIGH 117-202
0.618 117-152
0.500 117-136
0.382 117-120
LOW 117-070
0.618 116-308
1.000 116-258
1.618 116-176
2.618 116-044
4.250 115-149
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 117-136 117-158
PP 117-121 117-136
S1 117-105 117-113

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.