ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 118-270 118-260 -0-010 0.0% 118-182
High 118-295 118-282 -0-013 0.0% 118-190
Low 118-210 118-070 -0-140 -0.4% 117-222
Close 118-265 118-105 -0-160 -0.4% 118-045
Range 0-085 0-212 0-127 149.4% 0-288
ATR 0-201 0-202 0-001 0.4% 0-000
Volume 250,631 230,987 -19,644 -7.8% 1,282,601
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-148 120-019 118-222
R3 119-256 119-127 118-163
R2 119-044 119-044 118-144
R1 118-235 118-235 118-124 118-194
PP 118-152 118-152 118-152 118-132
S1 118-023 118-023 118-086 117-302
S2 117-260 117-260 118-066
S3 117-048 117-131 118-047
S4 116-156 116-239 117-308
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
5 118-295 117-317 0-298 0.8% 0-141 0.4% 36% False False 246,264
10 118-295 117-222 1-073 1.0% 0-142 0.4% 52% False False 258,961
20 119-152 116-110 3-042 2.6% 0-217 0.6% 63% False False 317,594
40 119-152 116-020 3-132 2.9% 0-207 0.5% 66% False False 221,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 121-223
2.618 120-197
1.618 119-305
1.000 119-174
0.618 119-093
HIGH 118-282
0.618 118-201
0.500 118-176
0.382 118-151
LOW 118-070
0.618 117-259
1.000 117-178
1.618 117-047
2.618 116-155
4.250 115-129
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 118-176 118-182
PP 118-152 118-157
S1 118-129 118-131

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

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