ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 117-145 117-045 -0-100 -0.3% 116-217
High 117-247 117-087 -0-160 -0.4% 117-247
Low 117-000 116-232 -0-088 -0.2% 116-170
Close 117-082 116-307 -0-095 -0.3% 117-082
Range 0-247 0-175 -0-072 -29.1% 1-077
ATR 0-220 0-216 -0-003 -1.4% 0-000
Volume 387,370 457,634 70,264 18.1% 1,800,046
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 118-200 118-109 117-083
R3 118-025 117-254 117-035
R2 117-170 117-170 117-019
R1 117-079 117-079 117-003 117-037
PP 116-315 116-315 116-315 116-294
S1 116-224 116-224 116-291 116-182
S2 116-140 116-140 116-275
S3 115-285 116-049 116-259
S4 115-110 115-194 116-211
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% 0-226 0.6% 35% False False 382,293
10 117-247 116-020 1-227 1.5% 0-220 0.6% 52% False False 338,092
20 117-300 116-020 1-280 1.6% 0-211 0.6% 48% False False 185,468
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 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-191
2.618 118-225
1.618 118-050
1.000 117-262
0.618 117-195
HIGH 117-087
0.618 117-020
0.500 117-000
0.382 116-299
LOW 116-232
0.618 116-124
1.000 116-057
1.618 115-269
2.618 115-094
4.250 114-128
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 117-000 117-074
PP 116-315 117-045
S1 116-311 117-016

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

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