ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 115-050 115-102 0-052 0.1% 115-160
High 115-180 115-140 -0-040 -0.1% 116-050
Low 115-000 114-152 -0-168 -0.5% 114-210
Close 115-150 114-180 -0-290 -0.8% 115-150
Range 0-180 0-308 0-128 71.1% 1-160
ATR 0-171 0-182 0-010 6.1% 0-000
Volume 404,519 452,762 48,243 11.9% 1,095,438
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-228 117-032 115-029
R3 116-240 116-044 114-265
R2 115-252 115-252 114-236
R1 115-056 115-056 114-208 115-000
PP 114-264 114-264 114-264 114-236
S1 114-068 114-068 114-152 114-012
S2 113-276 113-276 114-124
S3 112-288 113-080 114-095
S4 111-300 112-092 114-011
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
5 116-050 114-152 1-218 1.5% 0-232 0.6% 5% False True 309,640
10 116-300 114-152 2-148 2.1% 0-210 0.6% 4% False True 183,267
20 117-030 114-152 2-198 2.3% 0-164 0.4% 3% False True 92,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 119-169
2.618 117-306
1.618 116-318
1.000 116-128
0.618 116-010
HIGH 115-140
0.618 115-022
0.500 114-306
0.382 114-270
LOW 114-152
0.618 113-282
1.000 113-164
1.618 112-294
2.618 111-306
4.250 110-123
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 114-306 115-006
PP 114-264 114-277
S1 114-222 114-229

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

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