ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 116-190 116-050 -0-140 -0.4% 116-280
High 116-280 116-120 -0-160 -0.4% 116-300
Low 116-010 115-270 -0-060 -0.2% 115-270
Close 116-070 115-300 -0-090 -0.2% 115-300
Range 0-270 0-170 -0-100 -37.0% 1-030
ATR 0-151 0-153 0-001 0.9% 0-000
Volume 84,626 143,881 59,255 70.0% 284,473
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 117-207 117-103 116-074
R3 117-037 116-253 116-027
R2 116-187 116-187 116-011
R1 116-083 116-083 115-316 116-050
PP 116-017 116-017 116-017 116-000
S1 115-233 115-233 115-284 115-200
S2 115-167 115-167 115-269
S3 114-317 115-063 115-253
S4 114-147 114-213 115-206
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 119-167 118-263 116-172
R3 118-137 117-233 116-076
R2 117-107 117-107 116-044
R1 116-203 116-203 116-012 116-140
PP 116-077 116-077 116-077 116-045
S1 115-173 115-173 115-268 115-110
S2 115-047 115-047 115-236
S3 114-017 114-143 115-204
S4 112-307 113-113 115-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-300 115-270 1-030 0.9% 0-188 0.5% 9% False True 56,894
10 117-030 115-270 1-080 1.1% 0-154 0.4% 8% False True 29,651
20 117-070 115-190 1-200 1.4% 0-138 0.4% 21% False False 15,407
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 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-202
2.618 117-245
1.618 117-075
1.000 116-290
0.618 116-225
HIGH 116-120
0.618 116-055
0.500 116-035
0.382 116-015
LOW 115-270
0.618 115-165
1.000 115-100
1.618 114-315
2.618 114-145
4.250 113-188
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 116-035 116-115
PP 116-017 116-070
S1 115-318 116-025

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

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