ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 118-105 118-000 -0-105 -0.3% 117-150
High 118-120 118-025 -0-095 -0.3% 118-142
Low 117-302 117-090 -0-212 -0.6% 117-090
Close 118-015 117-145 -0-190 -0.5% 117-145
Range 0-138 0-255 0-117 84.8% 1-052
ATR 0-179 0-184 0-005 3.0% 0-000
Volume 274,492 224,048 -50,444 -18.4% 1,099,260
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-318 119-167 117-285
R3 119-063 118-232 117-215
R2 118-128 118-128 117-192
R1 117-297 117-297 117-168 117-245
PP 117-193 117-193 117-193 117-168
S1 117-042 117-042 117-122 116-310
S2 116-258 116-258 117-098
S3 116-003 116-107 117-075
S4 115-068 115-172 117-005
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 121-068 120-159 118-030
R3 120-016 119-107 117-247
R2 118-284 118-284 117-213
R1 118-055 118-055 117-179 117-304
PP 117-232 117-232 117-232 117-197
S1 117-003 117-003 117-111 116-252
S2 116-180 116-180 117-077
S3 115-128 115-271 117-043
S4 114-076 114-219 116-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-142 117-090 1-052 1.0% 0-179 0.5% 15% False True 219,852
10 118-142 117-090 1-052 1.0% 0-164 0.4% 15% False True 234,228
20 118-295 117-090 1-205 1.4% 0-153 0.4% 10% False True 246,594
40 119-152 116-020 3-132 2.9% 0-204 0.5% 41% False False 278,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-149
2.618 120-053
1.618 119-118
1.000 118-280
0.618 118-183
HIGH 118-025
0.618 117-248
0.500 117-218
0.382 117-187
LOW 117-090
0.618 116-252
1.000 116-155
1.618 115-317
2.618 115-062
4.250 113-286
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 117-218 117-276
PP 117-193 117-232
S1 117-169 117-189

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

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