ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 117-127 117-295 0-168 0.4% 117-150
High 117-305 118-047 0-062 0.2% 118-142
Low 117-112 117-190 0-078 0.2% 117-090
Close 117-295 117-210 -0-085 -0.2% 117-145
Range 0-193 0-177 -0-016 -8.3% 1-052
ATR 0-185 0-184 -0-001 -0.3% 0-000
Volume 314,834 272,441 -42,393 -13.5% 1,099,260
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-147 119-035 117-307
R3 118-290 118-178 117-259
R2 118-113 118-113 117-242
R1 118-001 118-001 117-226 117-288
PP 117-256 117-256 117-256 117-239
S1 117-144 117-144 117-194 117-112
S2 117-079 117-079 117-178
S3 116-222 116-287 117-161
S4 116-045 116-110 117-113
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% 0-175 0.5% 32% False False 264,416
10 118-142 117-090 1-052 1.0% 0-162 0.4% 32% False False 231,228
20 118-295 117-090 1-205 1.4% 0-162 0.4% 23% False False 248,669
40 119-152 116-020 3-132 2.9% 0-201 0.5% 47% False False 289,574
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-159
2.618 119-190
1.618 119-013
1.000 118-224
0.618 118-156
HIGH 118-047
0.618 117-299
0.500 117-278
0.382 117-258
LOW 117-190
0.618 117-081
1.000 117-013
1.618 116-224
2.618 116-047
4.250 115-078
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 117-278 117-228
PP 117-256 117-222
S1 117-233 117-216

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

View Archives - Comment on this page... - Back to Index of Symbols