ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 114-255 114-272 0-017 0.0% 113-135
High 115-010 114-292 -0-038 -0.1% 114-300
Low 114-202 114-150 -0-052 -0.1% 113-110
Close 114-280 114-230 -0-050 -0.1% 114-267
Range 0-128 0-142 0-014 10.9% 1-190
ATR 0-200 0-196 -0-004 -2.1% 0-000
Volume 315,943 223,737 -92,206 -29.2% 1,554,497
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 116-010 115-262 114-308
R3 115-188 115-120 114-269
R2 115-046 115-046 114-256
R1 114-298 114-298 114-243 114-261
PP 114-224 114-224 114-224 114-206
S1 114-156 114-156 114-217 114-119
S2 114-082 114-082 114-204
S3 113-260 114-014 114-191
S4 113-118 113-192 114-152
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-049 118-188 115-228
R3 117-179 116-318 115-087
R2 115-309 115-309 115-040
R1 115-128 115-128 114-314 115-218
PP 114-119 114-119 114-119 114-164
S1 113-258 113-258 114-220 114-028
S2 112-249 112-249 114-174
S3 111-059 112-068 114-127
S4 109-189 110-198 113-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-010 113-220 1-110 1.2% 0-199 0.5% 77% False False 315,776
10 115-010 113-010 2-000 1.7% 0-199 0.5% 84% False False 327,344
20 115-057 112-125 2-252 2.4% 0-211 0.6% 84% False False 354,608
40 117-030 112-125 4-225 4.1% 0-189 0.5% 50% False False 235,329
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-256
2.618 116-024
1.618 115-202
1.000 115-114
0.618 115-060
HIGH 114-292
0.618 114-238
0.500 114-221
0.382 114-204
LOW 114-150
0.618 114-062
1.000 114-008
1.618 113-240
2.618 113-098
4.250 112-186
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 114-227 114-229
PP 114-224 114-227
S1 114-221 114-226

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.