ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 116-182 115-300 -0-202 -0.5% 116-210
High 116-195 116-110 -0-085 -0.2% 116-302
Low 115-295 115-280 -0-015 0.0% 115-295
Close 115-312 116-060 0-068 0.2% 115-312
Range 0-220 0-150 -0-070 -31.8% 1-007
ATR 0-150 0-150 0-000 0.0% 0-000
Volume 428,556 538,448 109,892 25.6% 2,128,370
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-173 117-107 116-142
R3 117-023 116-277 116-101
R2 116-193 116-193 116-088
R1 116-127 116-127 116-074 116-160
PP 116-043 116-043 116-043 116-060
S1 115-297 115-297 116-046 116-010
S2 115-213 115-213 116-032
S3 115-063 115-147 116-019
S4 114-233 114-317 115-298
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-111 118-218 116-172
R3 118-104 117-211 116-082
R2 117-097 117-097 116-052
R1 116-204 116-204 116-022 116-147
PP 116-090 116-090 116-090 116-061
S1 115-197 115-197 115-282 115-140
S2 115-083 115-083 115-252
S3 114-076 114-190 115-222
S4 113-069 113-183 115-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-302 115-280 1-022 0.9% 0-150 0.4% 29% False True 415,193
10 117-025 115-210 1-135 1.2% 0-147 0.4% 37% False False 438,253
20 117-025 114-315 2-030 1.8% 0-148 0.4% 57% False False 414,231
40 117-025 113-310 3-035 2.7% 0-146 0.4% 71% False False 320,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-108
2.618 117-183
1.618 117-033
1.000 116-260
0.618 116-203
HIGH 116-110
0.618 116-053
0.500 116-035
0.382 116-017
LOW 115-280
0.618 115-187
1.000 115-130
1.618 115-037
2.618 114-207
4.250 113-282
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 116-052 116-131
PP 116-043 116-107
S1 116-035 116-084

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

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