ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 116-285 117-145 0-180 0.5% 116-217
High 117-187 117-247 0-060 0.2% 117-247
Low 116-222 117-000 0-098 0.3% 116-170
Close 117-137 117-082 -0-055 -0.1% 117-082
Range 0-285 0-247 -0-038 -13.3% 1-077
ATR 0-217 0-220 0-002 1.0% 0-000
Volume 352,292 387,370 35,078 10.0% 1,800,046
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-211 119-073 117-218
R3 118-284 118-146 117-150
R2 118-037 118-037 117-127
R1 117-219 117-219 117-105 117-164
PP 117-110 117-110 117-110 117-082
S1 116-292 116-292 117-059 116-238
S2 116-183 116-183 117-037
S3 115-256 116-045 117-014
S4 115-009 115-118 116-266
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-291 120-103 117-300
R3 119-214 119-026 117-191
R2 118-137 118-137 117-155
R1 117-269 117-269 117-118 118-043
PP 117-060 117-060 117-060 117-106
S1 116-192 116-192 117-046 116-286
S2 115-303 115-303 117-009
S3 114-226 115-115 116-293
S4 113-149 114-038 116-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-247 116-170 1-077 1.1% 0-249 0.7% 58% True False 360,009
10 117-247 116-020 1-227 1.5% 0-222 0.6% 70% True False 304,117
20 117-300 116-020 1-280 1.6% 0-209 0.6% 64% False False 162,999
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-017
2.618 119-254
1.618 119-007
1.000 118-174
0.618 118-080
HIGH 117-247
0.618 117-153
0.500 117-124
0.382 117-094
LOW 117-000
0.618 116-167
1.000 116-073
1.618 115-240
2.618 114-313
4.250 113-230
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 117-124 117-071
PP 117-110 117-060
S1 117-096 117-048

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

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