ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 118-045 118-082 0-037 0.1% 118-182
High 118-122 118-175 0-053 0.1% 118-190
Low 117-317 118-040 0-043 0.1% 117-222
Close 118-045 118-157 0-112 0.3% 118-045
Range 0-125 0-135 0-010 8.0% 0-288
ATR 0-221 0-214 -0-006 -2.8% 0-000
Volume 270,522 249,098 -21,424 -7.9% 1,282,601
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-209 119-158 118-231
R3 119-074 119-023 118-194
R2 118-259 118-259 118-182
R1 118-208 118-208 118-169 118-234
PP 118-124 118-124 118-124 118-137
S1 118-073 118-073 118-145 118-098
S2 117-309 117-309 118-132
S3 117-174 117-258 118-120
S4 117-039 117-123 118-083
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
5 118-175 117-222 0-273 0.7% 0-154 0.4% 93% True False 266,425
10 119-152 116-215 2-257 2.4% 0-226 0.6% 65% False False 287,432
20 119-152 116-110 3-042 2.6% 0-231 0.6% 69% False False 335,028
40 119-152 116-020 3-132 2.9% 0-207 0.5% 71% False False 204,131
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-109
2.618 119-208
1.618 119-073
1.000 118-310
0.618 118-258
HIGH 118-175
0.618 118-123
0.500 118-108
0.382 118-092
LOW 118-040
0.618 117-277
1.000 117-225
1.618 117-142
2.618 117-007
4.250 116-106
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 118-140 118-119
PP 118-124 118-081
S1 118-108 118-042

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

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