ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 118-000 117-127 -0-193 -0.5% 117-150
High 118-025 117-305 -0-040 -0.1% 118-142
Low 117-090 117-112 0-022 0.1% 117-090
Close 117-145 117-295 0-150 0.4% 117-145
Range 0-255 0-193 -0-062 -24.3% 1-052
ATR 0-184 0-185 0-001 0.3% 0-000
Volume 224,048 314,834 90,786 40.5% 1,099,260
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-176 119-109 118-081
R3 118-303 118-236 118-028
R2 118-110 118-110 118-010
R1 118-043 118-043 117-313 118-076
PP 117-237 117-237 117-237 117-254
S1 117-170 117-170 117-277 117-204
S2 117-044 117-044 117-260
S3 116-171 116-297 117-242
S4 115-298 116-104 117-189
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% 0-172 0.5% 55% False False 244,557
10 118-142 117-090 1-052 1.0% 0-157 0.4% 55% False False 237,325
20 118-295 117-090 1-205 1.4% 0-157 0.4% 39% False False 245,026
40 119-152 116-020 3-132 2.9% 0-203 0.5% 54% False False 284,927
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-165
2.618 119-170
1.618 118-297
1.000 118-178
0.618 118-104
HIGH 117-305
0.618 117-231
0.500 117-208
0.382 117-186
LOW 117-112
0.618 116-313
1.000 116-239
1.618 116-120
2.618 115-247
4.250 114-252
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 117-266 117-285
PP 117-237 117-275
S1 117-208 117-265

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

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