ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 118-117 118-062 -0-055 -0.1% 117-115
High 118-135 118-097 -0-038 -0.1% 119-152
Low 118-010 117-222 -0-108 -0.3% 116-215
Close 118-112 117-280 -0-152 -0.4% 118-185
Range 0-125 0-195 0-070 56.0% 2-257
ATR 0-232 0-231 -0-002 -0.7% 0-000
Volume 168,865 265,547 96,682 57.3% 1,762,996
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-251 119-141 118-067
R3 119-056 118-266 118-014
R2 118-181 118-181 117-316
R1 118-071 118-071 117-298 118-028
PP 117-306 117-306 117-306 117-285
S1 117-196 117-196 117-262 117-154
S2 117-111 117-111 117-244
S3 116-236 117-001 117-226
S4 116-041 116-126 117-173
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
5 119-025 117-222 1-123 1.2% 0-148 0.4% 13% False True 282,796
10 119-152 116-167 2-305 2.5% 0-251 0.7% 46% False False 323,123
20 119-152 116-020 3-132 2.9% 0-238 0.6% 53% False False 339,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-286
2.618 119-288
1.618 119-093
1.000 118-292
0.618 118-218
HIGH 118-097
0.618 118-023
0.500 118-000
0.382 117-296
LOW 117-222
0.618 117-101
1.000 117-027
1.618 116-226
2.618 116-031
4.250 115-033
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 118-000 118-046
PP 117-306 118-017
S1 117-293 117-309

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

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