ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 117-232 117-150 -0-082 -0.2% 117-207
High 117-235 118-042 0-127 0.3% 117-295
Low 117-105 117-135 0-030 0.1% 117-105
Close 117-165 118-020 0-175 0.5% 117-165
Range 0-130 0-227 0-097 74.6% 0-190
ATR 0-186 0-189 0-003 1.6% 0-000
Volume 217,927 191,305 -26,622 -12.2% 959,157
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-000 119-237 118-145
R3 119-093 119-010 118-082
R2 118-186 118-186 118-062
R1 118-103 118-103 118-041 118-144
PP 117-279 117-279 117-279 117-300
S1 117-196 117-196 117-319 117-238
S2 117-052 117-052 117-298
S3 116-145 116-289 117-278
S4 115-238 116-062 117-215
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-118 119-012 117-270
R3 118-248 118-142 117-217
R2 118-058 118-058 117-200
R1 117-272 117-272 117-182 117-230
PP 117-188 117-188 117-188 117-168
S1 117-082 117-082 117-148 117-040
S2 116-318 116-318 117-130
S3 116-128 116-212 117-113
S4 115-258 116-022 117-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-042 117-105 0-257 0.7% 0-143 0.4% 91% True False 230,092
10 118-295 117-105 1-190 1.3% 0-156 0.4% 46% False False 239,513
20 119-152 116-215 2-257 2.4% 0-193 0.5% 50% False False 272,036
40 119-152 116-020 3-132 2.9% 0-209 0.6% 59% False False 257,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-047
2.618 119-316
1.618 119-089
1.000 118-269
0.618 118-182
HIGH 118-042
0.618 117-275
0.500 117-248
0.382 117-222
LOW 117-135
0.618 116-315
1.000 116-228
1.618 116-088
2.618 115-181
4.250 114-130
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 117-310 117-304
PP 117-279 117-269
S1 117-248 117-234

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

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