ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 115-130 115-000 -0-130 -0.4% 116-280
High 115-180 115-080 -0-100 -0.3% 116-300
Low 114-270 114-210 -0-060 -0.2% 115-270
Close 115-010 114-290 -0-040 -0.1% 115-300
Range 0-230 0-190 -0-040 -17.4% 1-030
ATR 0-167 0-168 0-002 1.0% 0-000
Volume 244,519 310,683 66,164 27.1% 284,473
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 116-230 116-130 115-074
R3 116-040 115-260 115-022
R2 115-170 115-170 115-005
R1 115-070 115-070 114-307 115-025
PP 114-300 114-300 114-300 114-278
S1 114-200 114-200 114-273 114-155
S2 114-110 114-110 114-255
S3 113-240 114-010 114-238
S4 113-050 113-140 114-186
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
5 116-280 114-210 2-070 1.9% 0-222 0.6% 11% False True 183,885
10 117-030 114-210 2-140 2.1% 0-178 0.5% 10% False True 98,153
20 117-030 114-210 2-140 2.1% 0-148 0.4% 10% False True 49,898
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 0-043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-248
2.618 116-257
1.618 116-067
1.000 115-270
0.618 115-197
HIGH 115-080
0.618 115-007
0.500 114-305
0.382 114-283
LOW 114-210
0.618 114-093
1.000 114-020
1.618 113-223
2.618 113-033
4.250 112-042
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 114-305 115-130
PP 114-300 115-077
S1 114-295 115-023

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

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