ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 118-260 118-085 -0-175 -0.5% 118-082
High 118-282 118-097 -0-185 -0.5% 118-295
Low 118-070 117-155 -0-235 -0.6% 117-155
Close 118-105 117-167 -0-258 -0.7% 117-167
Range 0-212 0-262 0-050 23.6% 1-140
ATR 0-202 0-207 0-005 2.4% 0-000
Volume 230,987 283,868 52,881 22.9% 1,244,668
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-072 119-222 117-311
R3 119-130 118-280 117-239
R2 118-188 118-188 117-215
R1 118-018 118-018 117-191 117-292
PP 117-246 117-246 117-246 117-224
S1 117-076 117-076 117-143 117-030
S2 116-304 116-304 117-119
S3 116-042 116-134 117-095
S4 115-100 115-192 117-023
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 122-092 121-110 118-100
R3 120-272 119-290 117-294
R2 119-132 119-132 117-251
R1 118-150 118-150 117-209 118-071
PP 117-312 117-312 117-312 117-273
S1 117-010 117-010 117-125 116-251
S2 116-172 116-172 117-083
S3 115-032 115-190 117-040
S4 113-212 114-050 116-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-295 117-155 1-140 1.2% 0-169 0.4% 3% False True 248,933
10 118-295 117-155 1-140 1.2% 0-158 0.4% 3% False True 252,726
20 119-152 116-110 3-042 2.7% 0-216 0.6% 38% False False 314,173
40 119-152 116-020 3-132 2.9% 0-210 0.6% 43% False False 229,001
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 0-030
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 121-250
2.618 120-143
1.618 119-201
1.000 119-039
0.618 118-259
HIGH 118-097
0.618 117-317
0.500 117-286
0.382 117-255
LOW 117-155
0.618 116-313
1.000 116-213
1.618 116-051
2.618 115-109
4.250 114-002
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 117-286 118-065
PP 117-246 117-312
S1 117-207 117-240

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

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