ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 116-050 115-160 -0-210 -0.6% 116-280
High 116-120 116-050 -0-070 -0.2% 116-300
Low 115-270 115-120 -0-150 -0.4% 115-270
Close 115-300 115-210 -0-090 -0.2% 115-300
Range 0-170 0-250 0-080 47.1% 1-030
ATR 0-153 0-160 0-007 4.6% 0-000
Volume 143,881 135,717 -8,164 -5.7% 284,473
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 118-023 117-207 116-028
R3 117-093 116-277 115-279
R2 116-163 116-163 115-256
R1 116-027 116-027 115-233 116-095
PP 115-233 115-233 115-233 115-268
S1 115-097 115-097 115-187 115-165
S2 114-303 114-303 115-164
S3 114-053 114-167 115-141
S4 113-123 113-237 115-072
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
5 116-280 115-120 1-160 1.3% 0-194 0.5% 19% False True 83,301
10 117-030 115-120 1-230 1.5% 0-167 0.5% 16% False True 43,030
20 117-070 115-120 1-270 1.6% 0-144 0.4% 15% False True 22,153
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 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-152
2.618 118-064
1.618 117-134
1.000 116-300
0.618 116-204
HIGH 116-050
0.618 115-274
0.500 115-245
0.382 115-216
LOW 115-120
0.618 114-286
1.000 114-190
1.618 114-036
2.618 113-106
4.250 112-018
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 115-245 116-040
PP 115-233 115-310
S1 115-222 115-260

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

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