ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 116-092 115-145 -0-267 -0.7% 116-057
High 116-117 115-150 -0-287 -0.8% 116-117
Low 115-305 115-035 -0-270 -0.7% 115-182
Close 115-307 115-060 -0-247 -0.7% 115-307
Range 0-132 0-115 -0-017 -12.9% 0-255
ATR 0-149 0-158 0-009 5.9% 0-000
Volume 387,527 282,051 -105,476 -27.2% 1,585,430
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 116-107 116-038 115-123
R3 115-312 115-243 115-092
R2 115-197 115-197 115-081
R1 115-128 115-128 115-071 115-105
PP 115-082 115-082 115-082 115-070
S1 115-013 115-013 115-049 114-310
S2 114-287 114-287 115-039
S3 114-172 114-218 115-028
S4 114-057 114-103 114-317
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-114 117-305 116-127
R3 117-179 117-050 116-057
R2 116-244 116-244 116-034
R1 116-115 116-115 116-010 116-052
PP 115-309 115-309 115-309 115-277
S1 115-180 115-180 115-284 115-117
S2 115-054 115-054 115-260
S3 114-119 114-245 115-237
S4 113-184 113-310 115-167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-117 115-035 1-082 1.1% 0-135 0.4% 6% False True 373,496
10 116-310 115-035 1-275 1.6% 0-148 0.4% 4% False True 407,984
20 117-170 115-035 2-135 2.1% 0-150 0.4% 3% False True 365,626
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 0-030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116-319
2.618 116-131
1.618 116-016
1.000 115-265
0.618 115-221
HIGH 115-150
0.618 115-106
0.500 115-092
0.382 115-079
LOW 115-035
0.618 114-284
1.000 114-240
1.618 114-169
2.618 114-054
4.250 113-186
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 115-092 115-236
PP 115-082 115-177
S1 115-071 115-119

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.