ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 116-087 116-037 -0-050 -0.1% 116-210
High 116-112 116-065 -0-047 -0.1% 116-302
Low 115-300 115-262 -0-038 -0.1% 115-295
Close 116-030 115-272 -0-078 -0.2% 115-312
Range 0-132 0-123 -0-009 -6.8% 1-007
ATR 0-149 0-148 -0-002 -1.3% 0-000
Volume 327,983 419,265 91,282 27.8% 2,128,370
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-035 116-277 116-020
R3 116-232 116-154 115-306
R2 116-109 116-109 115-295
R1 116-031 116-031 115-283 116-008
PP 115-306 115-306 115-306 115-295
S1 115-228 115-228 115-261 115-206
S2 115-183 115-183 115-249
S3 115-060 115-105 115-238
S4 114-257 114-302 115-204
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
5 116-195 115-262 0-253 0.7% 0-151 0.4% 4% False True 353,769
10 117-025 115-262 1-083 1.1% 0-138 0.4% 2% False True 402,717
20 117-025 115-000 2-025 1.8% 0-139 0.4% 41% False False 394,425
40 117-025 113-310 3-035 2.7% 0-148 0.4% 61% False False 339,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117-268
2.618 117-067
1.618 116-264
1.000 116-188
0.618 116-141
HIGH 116-065
0.618 116-018
0.500 116-004
0.382 115-309
LOW 115-262
0.618 115-186
1.000 115-139
1.618 115-063
2.618 114-260
4.250 114-059
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 116-004 116-054
PP 115-306 116-020
S1 115-289 115-306

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.