ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 117-075 117-270 0-195 0.5% 114-290
High 117-315 117-280 -0-035 -0.1% 117-260
Low 117-065 117-145 0-080 0.2% 114-220
Close 117-240 117-165 -0-075 -0.2% 117-085
Range 0-250 0-135 -0-115 -46.0% 3-040
ATR 1-013 0-319 -0-014 -4.2% 0-000
Volume 765,358 589,467 -175,891 -23.0% 3,927,917
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-282 118-198 117-239
R3 118-147 118-063 117-202
R2 118-012 118-012 117-190
R1 117-248 117-248 117-177 117-222
PP 117-197 117-197 117-197 117-184
S1 117-113 117-113 117-153 117-088
S2 117-062 117-062 117-140
S3 116-247 116-298 117-128
S4 116-112 116-163 117-091
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 125-308 124-237 118-315
R3 122-268 121-197 118-040
R2 119-228 119-228 117-268
R1 118-157 118-157 117-177 119-032
PP 116-188 116-188 116-188 116-286
S1 115-117 115-117 116-313 115-312
S2 113-148 113-148 116-222
S3 110-108 112-077 116-130
S4 107-068 109-037 115-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-315 115-135 2-180 2.2% 0-312 0.8% 82% False False 784,218
10 117-315 114-210 3-105 2.8% 0-311 0.8% 86% False False 784,234
20 117-315 114-210 3-105 2.8% 1-001 0.9% 86% False False 775,880
40 119-000 114-210 4-110 3.7% 0-315 0.8% 66% False False 752,155
60 119-000 112-255 6-065 5.3% 1-007 0.9% 76% False False 742,483
80 121-030 112-255 8-095 7.1% 0-309 0.8% 57% False False 560,926
100 122-280 112-255 10-025 8.6% 0-263 0.7% 47% False False 448,741
120 124-110 112-255 11-175 9.8% 0-219 0.6% 41% False False 373,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 119-214
2.618 118-313
1.618 118-178
1.000 118-095
0.618 118-043
HIGH 117-280
0.618 117-228
0.500 117-212
0.382 117-197
LOW 117-145
0.618 117-062
1.000 117-010
1.618 116-247
2.618 116-112
4.250 115-211
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 117-212 117-151
PP 117-197 117-137
S1 117-181 117-122

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.