ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 115-260 116-070 0-130 0.4% 116-110
High 116-010 116-180 0-170 0.5% 116-180
Low 115-190 116-060 0-190 0.5% 115-190
Close 115-280 116-170 0-210 0.6% 115-280
Range 0-140 0-120 -0-020 -14.3% 0-310
ATR 0-135 0-141 0-006 4.5% 0-000
Volume 4,384 1,930 -2,454 -56.0% 9,185
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 117-177 117-133 116-236
R3 117-057 117-013 116-203
R2 116-257 116-257 116-192
R1 116-213 116-213 116-181 116-235
PP 116-137 116-137 116-137 116-148
S1 116-093 116-093 116-159 116-115
S2 116-017 116-017 116-148
S3 115-217 115-293 116-137
S4 115-097 115-173 116-104
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 118-293 118-117 116-130
R3 117-303 117-127 116-045
R2 116-313 116-313 116-017
R1 116-137 116-137 115-308 116-070
PP 116-003 116-003 116-003 115-290
S1 115-147 115-147 115-252 115-080
S2 115-013 115-013 115-223
S3 114-023 114-157 115-195
S4 113-033 113-167 115-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-180 115-190 0-310 0.8% 0-128 0.3% 97% True False 2,134
10 117-070 115-190 1-200 1.4% 0-122 0.3% 58% False False 1,275
20 117-250 115-190 2-060 1.9% 0-106 0.3% 43% False False 749
Crabel Price Patterns
NR True
NR4 True
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 0-034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-050
2.618 117-174
1.618 117-054
1.000 116-300
0.618 116-254
HIGH 116-180
0.618 116-134
0.500 116-120
0.382 116-106
LOW 116-060
0.618 115-306
1.000 115-260
1.618 115-186
2.618 115-066
4.250 114-190
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 116-153 116-122
PP 116-137 116-073
S1 116-120 116-025

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

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