ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 118-167 118-270 0-103 0.3% 118-182
High 118-270 118-295 0-025 0.1% 118-190
Low 118-120 118-210 0-090 0.2% 117-222
Close 118-245 118-265 0-020 0.1% 118-045
Range 0-150 0-085 -0-065 -43.3% 0-288
ATR 0-210 0-201 -0-009 -4.2% 0-000
Volume 230,084 250,631 20,547 8.9% 1,282,601
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-192 119-153 118-312
R3 119-107 119-068 118-288
R2 119-022 119-022 118-281
R1 118-303 118-303 118-273 118-280
PP 118-257 118-257 118-257 118-245
S1 118-218 118-218 118-257 118-195
S2 118-172 118-172 118-249
S3 118-087 118-133 118-242
S4 118-002 118-048 118-218
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
5 118-295 117-230 1-065 1.0% 0-137 0.4% 92% True False 275,685
10 119-025 117-222 1-123 1.2% 0-143 0.4% 82% False False 279,240
20 119-152 116-110 3-042 2.6% 0-220 0.6% 79% False False 323,194
40 119-152 116-020 3-132 2.9% 0-209 0.6% 81% False False 216,144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-034
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 120-016
2.618 119-198
1.618 119-113
1.000 119-060
0.618 119-028
HIGH 118-295
0.618 118-263
0.500 118-252
0.382 118-242
LOW 118-210
0.618 118-157
1.000 118-125
1.618 118-072
2.618 117-307
4.250 117-169
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 118-261 118-232
PP 118-257 118-200
S1 118-252 118-168

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

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