ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 118-122 118-182 0-060 0.2% 117-115
High 118-225 118-190 -0-035 -0.1% 119-152
Low 118-122 118-095 -0-027 -0.1% 116-215
Close 118-185 118-127 -0-058 -0.2% 118-185
Range 0-103 0-095 -0-008 -7.8% 2-257
ATR 0-252 0-241 -0-011 -4.4% 0-000
Volume 346,213 199,574 -146,639 -42.4% 1,762,996
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-102 119-050 118-179
R3 119-007 118-275 118-153
R2 118-232 118-232 118-144
R1 118-180 118-180 118-136 118-158
PP 118-137 118-137 118-137 118-127
S1 118-085 118-085 118-118 118-064
S2 118-042 118-042 118-110
S3 117-267 117-310 118-101
S4 117-172 117-215 118-075
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% 0-299 0.8% 62% False False 308,440
10 119-152 116-110 3-042 2.6% 0-259 0.7% 66% False False 356,840
20 119-152 116-020 3-132 2.9% 0-241 0.6% 68% False False 330,478
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 119-274
2.618 119-119
1.618 119-024
1.000 118-285
0.618 118-249
HIGH 118-190
0.618 118-154
0.500 118-142
0.382 118-131
LOW 118-095
0.618 118-036
1.000 118-000
1.618 117-261
2.618 117-166
4.250 117-011
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 118-142 118-220
PP 118-137 118-189
S1 118-132 118-158

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

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