ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 116-250 116-210 -0-040 -0.1% 115-280
High 117-025 116-280 -0-065 -0.2% 117-025
Low 116-185 116-187 0-002 0.0% 115-210
Close 116-210 116-192 -0-018 0.0% 116-210
Range 0-160 0-093 -0-067 -41.9% 1-135
ATR 0-153 0-149 -0-004 -2.8% 0-000
Volume 558,512 590,852 32,340 5.8% 2,073,861
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-179 117-118 116-243
R3 117-086 117-025 116-218
R2 116-313 116-313 116-209
R1 116-252 116-252 116-201 116-236
PP 116-220 116-220 116-220 116-212
S1 116-159 116-159 116-183 116-143
S2 116-127 116-127 116-175
S3 116-034 116-066 116-166
S4 115-261 115-293 116-141
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 120-233 120-037 117-140
R3 119-098 118-222 117-015
R2 117-283 117-283 116-293
R1 117-087 117-087 116-252 117-185
PP 116-148 116-148 116-148 116-198
S1 115-272 115-272 116-168 116-050
S2 115-013 115-013 116-127
S3 113-198 114-137 116-085
S4 112-063 113-002 115-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-025 115-210 1-135 1.2% 0-144 0.4% 66% False False 461,313
10 117-025 115-000 2-025 1.8% 0-134 0.4% 77% False False 421,929
20 117-025 114-315 2-030 1.8% 0-146 0.4% 77% False False 399,701
40 117-025 112-150 4-195 4.0% 0-153 0.4% 90% False False 268,842
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 False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-035
2.618 117-203
1.618 117-110
1.000 117-053
0.618 117-017
HIGH 116-280
0.618 116-244
0.500 116-234
0.382 116-223
LOW 116-187
0.618 116-130
1.000 116-094
1.618 116-037
2.618 115-264
4.250 115-112
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 116-234 116-188
PP 116-220 116-185
S1 116-206 116-181

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.