ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 112-300 112-160 -0-140 -0.4% 113-220
High 113-100 113-090 -0-010 0.0% 113-220
Low 112-300 112-130 -0-170 -0.5% 112-130
Close 113-060 112-190 -0-190 -0.5% 112-190
Range 0-120 0-280 0-160 133.3% 1-090
ATR
Volume 560 5,671 5,111 912.7% 8,314
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-123 114-277 113-024
R3 114-163 113-317 112-267
R2 113-203 113-203 112-241
R1 113-037 113-037 112-216 113-120
PP 112-243 112-243 112-243 112-285
S1 112-077 112-077 112-164 112-160
S2 111-283 111-283 112-139
S3 111-003 111-117 112-113
S4 110-043 110-157 112-036
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-237 115-303 113-096
R3 115-147 114-213 112-303
R2 114-057 114-057 112-265
R1 113-123 113-123 112-228 113-045
PP 112-287 112-287 112-287 112-248
S1 112-033 112-033 112-152 111-275
S2 111-197 111-197 112-115
S3 110-107 110-263 112-077
S4 109-017 109-173 111-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-220 112-130 1-090 1.1% 0-196 0.5% 15% False True 1,662
10 114-050 112-130 1-240 1.6% 0-170 0.5% 11% False True 2,120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117-000
2.618 115-183
1.618 114-223
1.000 114-050
0.618 113-263
HIGH 113-090
0.618 112-303
0.500 112-270
0.382 112-237
LOW 112-130
0.618 111-277
1.000 111-170
1.618 110-317
2.618 110-037
4.250 108-220
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 112-270 113-000
PP 112-243 112-277
S1 112-217 112-233

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.