ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 115-000 115-050 0-050 0.1% 115-160
High 115-080 115-180 0-100 0.3% 116-050
Low 114-210 115-000 0-110 0.3% 114-210
Close 114-290 115-150 0-180 0.5% 115-150
Range 0-190 0-180 -0-010 -5.3% 1-160
ATR 0-168 0-171 0-003 1.8% 0-000
Volume 310,683 404,519 93,836 30.2% 1,095,438
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 117-010 116-260 115-249
R3 116-150 116-080 115-200
R2 115-290 115-290 115-183
R1 115-220 115-220 115-166 115-255
PP 115-110 115-110 115-110 115-128
S1 115-040 115-040 115-134 115-075
S2 114-250 114-250 115-117
S3 114-070 114-180 115-100
S4 113-210 114-000 115-051
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 119-297 119-063 116-094
R3 118-137 117-223 115-282
R2 116-297 116-297 115-238
R1 116-063 116-063 115-194 115-260
PP 115-137 115-137 115-137 115-075
S1 114-223 114-223 115-106 114-100
S2 113-297 113-297 115-062
S3 112-137 113-063 115-018
S4 110-297 111-223 114-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-120 114-210 1-230 1.5% 0-204 0.6% 47% False False 247,863
10 117-010 114-210 2-120 2.1% 0-188 0.5% 34% False False 138,450
20 117-030 114-210 2-140 2.1% 0-152 0.4% 33% False False 70,107
Crabel Price Patterns
NR True
NR4 True
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 0-045
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-305
2.618 117-011
1.618 116-151
1.000 116-040
0.618 115-291
HIGH 115-180
0.618 115-111
0.500 115-090
0.382 115-069
LOW 115-000
0.618 114-209
1.000 114-140
1.618 114-029
2.618 113-169
4.250 112-195
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 115-130 115-112
PP 115-110 115-073
S1 115-090 115-035

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

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