ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 117-275 118-045 0-090 0.2% 118-182
High 118-102 118-122 0-020 0.1% 118-190
Low 117-230 117-317 0-087 0.2% 117-222
Close 118-077 118-045 -0-032 -0.1% 118-045
Range 0-192 0-125 -0-067 -34.9% 0-288
ATR 0-228 0-221 -0-007 -3.2% 0-000
Volume 378,093 270,522 -107,571 -28.5% 1,282,601
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-110 119-042 118-114
R3 118-305 118-237 118-079
R2 118-180 118-180 118-068
R1 118-112 118-112 118-056 118-108
PP 118-055 118-055 118-055 118-052
S1 117-307 117-307 118-034 117-302
S2 117-250 117-250 118-022
S3 117-125 117-182 118-011
S4 117-000 117-057 117-296
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-270 120-125 118-203
R3 119-302 119-157 118-124
R2 119-014 119-014 118-098
R1 118-189 118-189 118-071 118-118
PP 118-046 118-046 118-046 118-010
S1 117-221 117-221 118-019 117-150
S2 117-078 117-078 117-312
S3 116-110 116-253 117-286
S4 115-142 115-285 117-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-190 117-222 0-288 0.8% 0-146 0.4% 50% False False 256,520
10 119-152 116-215 2-257 2.4% 0-230 0.6% 52% False False 304,559
20 119-152 116-065 3-087 2.8% 0-233 0.6% 59% False False 341,217
40 119-152 116-020 3-132 2.9% 0-204 0.5% 61% False False 197,903
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-013
2.618 119-129
1.618 119-004
1.000 118-247
0.618 118-199
HIGH 118-122
0.618 118-074
0.500 118-060
0.382 118-045
LOW 117-317
0.618 117-240
1.000 117-192
1.618 117-115
2.618 116-310
4.250 116-106
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 118-060 118-034
PP 118-055 118-023
S1 118-050 118-012

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

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