ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 116-300 117-000 0-020 0.1% 116-070
High 117-030 117-010 -0-020 -0.1% 117-030
Low 116-270 116-240 -0-030 -0.1% 116-060
Close 116-300 116-280 -0-020 -0.1% 116-280
Range 0-080 0-090 0-010 12.5% 0-290
ATR 0-139 0-135 -0-003 -2.5% 0-000
Volume 1,543 4,596 3,053 197.9% 12,046
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 117-233 117-187 117-010
R3 117-143 117-097 116-305
R2 117-053 117-053 116-296
R1 117-007 117-007 116-288 116-305
PP 116-283 116-283 116-283 116-272
S1 116-237 116-237 116-272 116-215
S2 116-193 116-193 116-264
S3 116-103 116-147 116-255
S4 116-013 116-057 116-230
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 119-140 119-020 117-120
R3 118-170 118-050 117-040
R2 117-200 117-200 117-013
R1 117-080 117-080 116-307 117-140
PP 116-230 116-230 116-230 116-260
S1 116-110 116-110 116-253 116-170
S2 115-260 115-260 116-227
S3 114-290 115-140 116-200
S4 114-000 114-170 116-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-030 116-060 0-290 0.8% 0-120 0.3% 76% False False 2,409
10 117-030 115-190 1-160 1.3% 0-119 0.3% 85% False False 2,123
20 117-150 115-190 1-280 1.6% 0-118 0.3% 68% False False 1,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-072
2.618 117-246
1.618 117-156
1.000 117-100
0.618 117-066
HIGH 117-010
0.618 116-296
0.500 116-285
0.382 116-274
LOW 116-240
0.618 116-184
1.000 116-150
1.618 116-094
2.618 116-004
4.250 115-178
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 116-285 116-268
PP 116-283 116-257
S1 116-282 116-245

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

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