ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 117-207 117-232 0-025 0.1% 118-082
High 117-295 117-235 -0-060 -0.2% 118-295
Low 117-165 117-105 -0-060 -0.2% 117-155
Close 117-252 117-165 -0-087 -0.2% 117-167
Range 0-130 0-130 0-000 0.0% 1-140
ATR 0-189 0-186 -0-003 -1.6% 0-000
Volume 212,472 217,927 5,455 2.6% 1,244,668
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-238 118-172 117-236
R3 118-108 118-042 117-201
R2 117-298 117-298 117-189
R1 117-232 117-232 117-177 117-200
PP 117-168 117-168 117-168 117-152
S1 117-102 117-102 117-153 117-070
S2 117-038 117-038 117-141
S3 116-228 116-292 117-129
S4 116-098 116-162 117-094
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
5 118-097 117-105 0-312 0.8% 0-150 0.4% 19% False True 248,605
10 118-295 117-105 1-190 1.4% 0-146 0.4% 12% False True 247,434
20 119-152 116-200 2-272 2.4% 0-195 0.5% 31% False False 287,377
40 119-152 116-020 3-132 2.9% 0-206 0.5% 43% False False 252,458
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Fibonacci Retracements and Extensions
4.250 119-148
2.618 118-255
1.618 118-125
1.000 118-045
0.618 117-315
HIGH 117-235
0.618 117-185
0.500 117-170
0.382 117-155
LOW 117-105
0.618 117-025
1.000 116-295
1.618 116-215
2.618 116-085
4.250 115-192
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 117-170 117-200
PP 117-168 117-188
S1 117-167 117-177

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

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