ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 118-085 117-207 -0-198 -0.5% 118-082
High 118-097 117-242 -0-175 -0.5% 118-295
Low 117-155 117-115 -0-040 -0.1% 117-155
Close 117-167 117-135 -0-032 -0.1% 117-167
Range 0-262 0-127 -0-135 -51.5% 1-140
ATR 0-207 0-201 -0-006 -2.8% 0-000
Volume 283,868 333,408 49,540 17.5% 1,244,668
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-225 118-147 117-205
R3 118-098 118-020 117-170
R2 117-291 117-291 117-158
R1 117-213 117-213 117-147 117-188
PP 117-164 117-164 117-164 117-152
S1 117-086 117-086 117-123 117-062
S2 117-037 117-037 117-112
S3 116-230 116-279 117-100
S4 116-103 116-152 117-065
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
5 118-295 117-115 1-180 1.3% 0-167 0.4% 4% False True 265,795
10 118-295 117-115 1-180 1.3% 0-161 0.4% 4% False True 266,110
20 119-152 116-110 3-042 2.7% 0-210 0.6% 34% False False 311,475
40 119-152 116-020 3-132 2.9% 0-210 0.6% 40% False False 237,237
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-142
2.618 118-254
1.618 118-127
1.000 118-049
0.618 118-000
HIGH 117-242
0.618 117-193
0.500 117-178
0.382 117-164
LOW 117-115
0.618 117-037
1.000 116-308
1.618 116-230
2.618 116-103
4.250 115-215
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 117-178 118-038
PP 117-164 117-284
S1 117-150 117-210

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

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