ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 118-062 117-275 -0-107 -0.3% 117-115
High 118-097 118-102 0-005 0.0% 119-152
Low 117-222 117-230 0-008 0.0% 116-215
Close 117-280 118-077 0-117 0.3% 118-185
Range 0-195 0-192 -0-003 -1.5% 2-257
ATR 0-231 0-228 -0-003 -1.2% 0-000
Volume 265,547 378,093 112,546 42.4% 1,762,996
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-286 119-213 118-183
R3 119-094 119-021 118-130
R2 118-222 118-222 118-112
R1 118-149 118-149 118-095 118-186
PP 118-030 118-030 118-030 118-048
S1 117-277 117-277 118-059 117-314
S2 117-158 117-158 118-042
S3 116-286 117-085 118-024
S4 116-094 116-213 117-291
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
5 118-225 117-222 1-003 0.9% 0-142 0.4% 54% False False 271,658
10 119-152 116-200 2-272 2.4% 0-244 0.6% 57% False False 327,321
20 119-152 116-020 3-132 2.9% 0-235 0.6% 64% False False 345,398
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-278
2.618 119-285
1.618 119-093
1.000 118-294
0.618 118-221
HIGH 118-102
0.618 118-029
0.500 118-006
0.382 117-303
LOW 117-230
0.618 117-111
1.000 117-038
1.618 116-239
2.618 116-047
4.250 115-054
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 118-053 118-058
PP 118-030 118-038
S1 118-006 118-018

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

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