ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 117-115 117-035 -0-080 -0.2% 117-045
High 117-160 117-075 -0-085 -0.2% 117-145
Low 116-305 116-215 -0-090 -0.2% 116-110
Close 117-032 116-250 -0-102 -0.3% 117-095
Range 0-175 0-180 0-005 2.9% 1-035
ATR 0-221 0-218 -0-003 -1.3% 0-000
Volume 420,369 212,185 -208,184 -49.5% 1,605,834
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 118-187 118-078 117-029
R3 118-007 117-218 116-300
R2 117-147 117-147 116-283
R1 117-038 117-038 116-266 117-002
PP 116-287 116-287 116-287 116-269
S1 116-178 116-178 116-234 116-142
S2 116-107 116-107 116-217
S3 115-247 115-318 116-200
S4 115-067 115-138 116-151
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-115 119-300 117-290
R3 119-080 118-265 117-193
R2 118-045 118-045 117-160
R1 117-230 117-230 117-128 117-298
PP 117-010 117-010 117-010 117-044
S1 116-195 116-195 117-062 116-262
S2 115-295 115-295 117-030
S3 114-260 115-160 116-317
S4 113-225 114-125 116-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-160 116-110 1-050 1.0% 0-221 0.6% 38% False False 356,150
10 117-247 116-110 1-137 1.2% 0-224 0.6% 31% False False 369,221
20 117-300 116-020 1-280 1.6% 0-223 0.6% 38% False False 273,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-200
2.618 118-226
1.618 118-046
1.000 117-255
0.618 117-186
HIGH 117-075
0.618 117-006
0.500 116-305
0.382 116-284
LOW 116-215
0.618 116-104
1.000 116-035
1.618 115-244
2.618 115-064
4.250 114-090
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 116-305 117-020
PP 116-287 116-310
S1 116-268 116-280

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

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