ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 117-207 117-145 -0-062 -0.2% 118-082
High 117-242 117-240 -0-002 0.0% 118-295
Low 117-115 117-140 0-025 0.1% 117-155
Close 117-135 117-205 0-070 0.2% 117-167
Range 0-127 0-100 -0-027 -21.3% 1-140
ATR 0-201 0-194 -0-007 -3.4% 0-000
Volume 333,408 195,350 -138,058 -41.4% 1,244,668
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-175 118-130 117-260
R3 118-075 118-030 117-232
R2 117-295 117-295 117-223
R1 117-250 117-250 117-214 117-272
PP 117-195 117-195 117-195 117-206
S1 117-150 117-150 117-196 117-172
S2 117-095 117-095 117-187
S3 116-315 117-050 117-178
S4 116-215 116-270 117-150
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% 0-157 0.4% 18% False False 258,848
10 118-295 117-115 1-180 1.3% 0-158 0.4% 18% False False 268,758
20 119-152 116-110 3-042 2.7% 0-206 0.5% 41% False False 298,361
40 119-152 116-020 3-132 2.9% 0-209 0.6% 46% False False 241,915
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-025
2.618 118-182
1.618 118-082
1.000 118-020
0.618 117-302
HIGH 117-240
0.618 117-202
0.500 117-190
0.382 117-178
LOW 117-140
0.618 117-078
1.000 117-040
1.618 116-298
2.618 116-198
4.250 116-035
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 117-200 117-266
PP 117-195 117-246
S1 117-190 117-225

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

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