ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 118-182 118-117 -0-065 -0.2% 117-115
High 118-190 118-135 -0-055 -0.1% 119-152
Low 118-095 118-010 -0-085 -0.2% 116-215
Close 118-127 118-112 -0-015 0.0% 118-185
Range 0-095 0-125 0-030 31.6% 2-257
ATR 0-241 0-232 -0-008 -3.4% 0-000
Volume 199,574 168,865 -30,709 -15.4% 1,762,996
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-141 119-091 118-181
R3 119-016 118-286 118-146
R2 118-211 118-211 118-135
R1 118-161 118-161 118-123 118-124
PP 118-086 118-086 118-086 118-067
S1 118-036 118-036 118-101 117-318
S2 117-281 117-281 118-089
S3 117-156 117-231 118-078
S4 117-031 117-106 118-043
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
5 119-152 116-220 2-252 2.4% 0-288 0.8% 60% False False 299,776
10 119-152 116-110 3-042 2.6% 0-254 0.7% 64% False False 327,963
20 119-152 116-020 3-132 2.9% 0-237 0.6% 67% False False 333,028
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-026
2.618 119-142
1.618 119-017
1.000 118-260
0.618 118-212
HIGH 118-135
0.618 118-087
0.500 118-072
0.382 118-058
LOW 118-010
0.618 117-253
1.000 117-205
1.618 117-128
2.618 117-003
4.250 116-119
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 118-099 118-118
PP 118-086 118-116
S1 118-072 118-114

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

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