ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 116-057 115-295 -0-082 -0.2% 116-022
High 116-117 116-012 -0-105 -0.3% 116-310
Low 115-280 115-182 -0-098 -0.3% 115-292
Close 115-300 115-200 -0-100 -0.3% 116-067
Range 0-157 0-150 -0-007 -4.5% 1-018
ATR 0-146 0-146 0-000 0.2% 0-000
Volume 393,926 369,604 -24,322 -6.2% 2,212,364
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-048 116-274 115-282
R3 116-218 116-124 115-241
R2 116-068 116-068 115-228
R1 115-294 115-294 115-214 115-266
PP 115-238 115-238 115-238 115-224
S1 115-144 115-144 115-186 115-116
S2 115-088 115-088 115-172
S3 114-258 114-314 115-159
S4 114-108 114-164 115-118
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-170 118-297 116-253
R3 118-152 117-279 116-160
R2 117-134 117-134 116-129
R1 116-261 116-261 116-098 117-038
PP 116-116 116-116 116-116 116-165
S1 115-243 115-243 116-036 116-020
S2 115-098 115-098 116-005
S3 114-080 114-225 115-294
S4 113-062 113-207 115-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-295 115-182 1-113 1.2% 0-147 0.4% 4% False True 398,534
10 117-067 115-182 1-205 1.4% 0-170 0.5% 3% False True 426,089
20 117-170 115-182 1-308 1.7% 0-147 0.4% 3% False True 317,401
Crabel Price Patterns
NR True
NR4 True
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-010
2.618 117-085
1.618 116-255
1.000 116-162
0.618 116-105
HIGH 116-012
0.618 115-275
0.500 115-257
0.382 115-239
LOW 115-182
0.618 115-089
1.000 115-032
1.618 114-259
2.618 114-109
4.250 113-184
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 115-257 116-008
PP 115-238 115-286
S1 115-219 115-243

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.