ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 115-160 115-130 -0-030 -0.1% 116-280
High 116-050 115-180 -0-190 -0.5% 116-300
Low 115-120 114-270 -0-170 -0.5% 115-270
Close 115-210 115-010 -0-200 -0.5% 115-300
Range 0-250 0-230 -0-020 -8.0% 1-030
ATR 0-160 0-167 0-007 4.5% 0-000
Volume 135,717 244,519 108,802 80.2% 284,473
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 117-097 116-283 115-136
R3 116-187 116-053 115-073
R2 115-277 115-277 115-052
R1 115-143 115-143 115-031 115-095
PP 115-047 115-047 115-047 115-022
S1 114-233 114-233 114-309 114-185
S2 114-137 114-137 114-288
S3 113-227 114-003 114-267
S4 112-317 113-093 114-204
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
5 116-280 114-270 2-010 1.8% 0-222 0.6% 9% False True 128,869
10 117-030 114-270 2-080 2.0% 0-177 0.5% 8% False True 67,289
20 117-030 114-270 2-080 2.0% 0-146 0.4% 8% False True 34,377
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-198
2.618 117-142
1.618 116-232
1.000 116-090
0.618 116-002
HIGH 115-180
0.618 115-092
0.500 115-065
0.382 115-038
LOW 114-270
0.618 114-128
1.000 114-040
1.618 113-218
2.618 112-308
4.250 111-252
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 115-065 115-195
PP 115-047 115-133
S1 115-028 115-072

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

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