ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 117-145 117-207 0-062 0.2% 118-082
High 117-240 117-295 0-055 0.1% 118-295
Low 117-140 117-165 0-025 0.1% 117-155
Close 117-205 117-252 0-047 0.1% 117-167
Range 0-100 0-130 0-030 30.0% 1-140
ATR 0-194 0-189 -0-005 -2.4% 0-000
Volume 195,350 212,472 17,122 8.8% 1,244,668
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-307 118-250 118-004
R3 118-177 118-120 117-288
R2 118-047 118-047 117-276
R1 117-310 117-310 117-264 118-018
PP 117-237 117-237 117-237 117-252
S1 117-180 117-180 117-240 117-208
S2 117-107 117-107 117-228
S3 116-297 117-050 117-216
S4 116-167 116-240 117-180
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
5 118-282 117-115 1-167 1.3% 0-166 0.4% 28% False False 251,217
10 118-295 117-115 1-180 1.3% 0-152 0.4% 27% False False 263,451
20 119-152 116-167 2-305 2.5% 0-201 0.5% 43% False False 293,287
40 119-152 116-020 3-132 2.9% 0-209 0.6% 51% False False 247,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-208
2.618 118-315
1.618 118-185
1.000 118-105
0.618 118-055
HIGH 117-295
0.618 117-245
0.500 117-230
0.382 117-215
LOW 117-165
0.618 117-085
1.000 117-035
1.618 116-275
2.618 116-145
4.250 115-252
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 117-245 117-236
PP 117-237 117-221
S1 117-230 117-205

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

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