ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 118-275 118-122 -0-153 -0.4% 117-115
High 119-025 118-225 -0-120 -0.3% 119-152
Low 118-122 118-122 0-000 0.0% 116-215
Close 118-140 118-185 0-045 0.1% 118-185
Range 0-223 0-103 -0-120 -53.8% 2-257
ATR 0-263 0-252 -0-011 -4.3% 0-000
Volume 433,781 346,213 -87,568 -20.2% 1,762,996
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-166 119-119 118-242
R3 119-063 119-016 118-213
R2 118-280 118-280 118-204
R1 118-233 118-233 118-194 118-256
PP 118-177 118-177 118-177 118-189
S1 118-130 118-130 118-176 118-154
S2 118-074 118-074 118-166
S3 117-291 118-027 118-157
S4 117-188 117-244 118-128
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-208 125-134 120-038
R3 123-271 122-197 119-112
R2 121-014 121-014 119-029
R1 119-260 119-260 118-267 120-137
PP 118-077 118-077 118-077 118-176
S1 117-003 117-003 118-103 117-200
S2 115-140 115-140 118-021
S3 112-203 114-066 117-258
S4 109-266 111-129 117-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-152 116-215 2-257 2.4% 0-315 0.8% 68% False False 352,599
10 119-152 116-110 3-042 2.6% 0-274 0.7% 71% False False 375,620
20 119-152 116-020 3-132 2.9% 0-249 0.7% 74% False False 324,828
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 0-048
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 120-023
2.618 119-175
1.618 119-072
1.000 119-008
0.618 118-289
HIGH 118-225
0.618 118-186
0.500 118-174
0.382 118-161
LOW 118-122
0.618 118-058
1.000 118-019
1.618 117-275
2.618 117-172
4.250 117-004
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 118-181 118-132
PP 118-177 118-079
S1 118-174 118-026

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

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