ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 115-125 114-240 -0-205 -0.6% 115-037
High 115-137 115-000 -0-137 -0.4% 115-175
Low 114-140 114-147 0-007 0.0% 114-107
Close 114-230 114-217 -0-013 0.0% 115-122
Range 0-317 0-173 -0-144 -45.4% 1-068
ATR 0-218 0-215 -0-003 -1.5% 0-000
Volume 504,718 471,029 -33,689 -6.7% 1,895,795
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-107 116-015 114-312
R3 115-254 115-162 114-265
R2 115-081 115-081 114-249
R1 114-309 114-309 114-233 114-268
PP 114-228 114-228 114-228 114-208
S1 114-136 114-136 114-201 114-096
S2 114-055 114-055 114-185
S3 113-202 113-283 114-169
S4 113-029 113-110 114-122
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 118-232 118-085 116-015
R3 117-164 117-017 115-229
R2 116-096 116-096 115-193
R1 115-269 115-269 115-158 116-022
PP 115-028 115-028 115-028 115-065
S1 114-201 114-201 115-086 114-274
S2 113-280 113-280 115-051
S3 112-212 113-133 115-015
S4 111-144 112-065 114-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-175 114-107 1-068 1.1% 0-246 0.7% 28% False False 458,107
10 116-050 114-107 1-263 1.6% 0-215 0.6% 19% False False 412,594
20 116-235 114-107 2-128 2.1% 0-219 0.6% 14% False False 381,357
40 116-235 112-130 4-105 3.8% 0-202 0.6% 52% False False 355,707
60 117-030 112-125 4-225 4.1% 0-200 0.5% 49% False False 304,356
80 117-250 112-125 5-125 4.7% 0-175 0.5% 42% False False 228,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-095
2.618 116-133
1.618 115-280
1.000 115-173
0.618 115-107
HIGH 115-000
0.618 114-254
0.500 114-234
0.382 114-213
LOW 114-147
0.618 114-040
1.000 113-294
1.618 113-187
2.618 113-014
4.250 112-052
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 114-234 114-318
PP 114-228 114-284
S1 114-222 114-250

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

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