ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 116-270 116-180 -0-090 -0.2% 117-210
High 117-020 116-180 -0-160 -0.4% 117-300
Low 116-090 116-020 -0-070 -0.2% 116-230
Close 116-100 116-120 0-020 0.1% 117-110
Range 0-250 0-160 -0-090 -36.0% 1-070
ATR 0-208 0-204 -0-003 -1.6% 0-000
Volume 266,102 354,158 88,056 33.1% 190,824
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 117-267 117-193 116-208
R3 117-107 117-033 116-164
R2 116-267 116-267 116-149
R1 116-193 116-193 116-135 116-150
PP 116-107 116-107 116-107 116-085
S1 116-033 116-033 116-105 115-310
S2 115-267 115-267 116-091
S3 115-107 115-193 116-076
S4 114-267 115-033 116-032
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-317 120-123 118-004
R3 119-247 119-053 117-217
R2 118-177 118-177 117-182
R1 117-303 117-303 117-146 117-205
PP 117-107 117-107 117-107 117-058
S1 116-233 116-233 117-074 116-135
S2 116-037 116-037 117-038
S3 114-287 115-163 117-003
S4 113-217 114-093 116-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-250 116-020 1-230 1.5% 0-210 0.6% 18% False True 190,966
10 117-300 116-020 1-280 1.6% 0-213 0.6% 17% False True 106,765
20 117-300 116-020 1-280 1.6% 0-174 0.5% 17% False True 54,590
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 0-061
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118-220
2.618 117-279
1.618 117-119
1.000 117-020
0.618 116-279
HIGH 116-180
0.618 116-119
0.500 116-100
0.382 116-081
LOW 116-020
0.618 115-241
1.000 115-180
1.618 115-081
2.618 114-241
4.250 113-300
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 116-113 116-230
PP 116-107 116-193
S1 116-100 116-157

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

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