ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 115-102 114-207 -0-215 -0.6% 115-160
High 115-140 114-287 -0-173 -0.5% 116-050
Low 114-152 114-162 0-010 0.0% 114-210
Close 114-180 114-232 0-052 0.1% 115-150
Range 0-308 0-125 -0-183 -59.4% 1-160
ATR 0-182 0-178 -0-004 -2.2% 0-000
Volume 452,762 467,540 14,778 3.3% 1,095,438
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-282 115-222 114-301
R3 115-157 115-097 114-266
R2 115-032 115-032 114-255
R1 114-292 114-292 114-243 115-002
PP 114-227 114-227 114-227 114-242
S1 114-167 114-167 114-221 114-197
S2 114-102 114-102 114-209
S3 113-297 114-042 114-198
S4 113-172 113-237 114-163
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
5 115-180 114-152 1-028 0.9% 0-207 0.6% 23% False False 376,004
10 116-280 114-152 2-128 2.1% 0-200 0.5% 10% False False 229,652
20 117-030 114-152 2-198 2.3% 0-167 0.5% 10% False False 116,050
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 116-178
2.618 115-294
1.618 115-169
1.000 115-092
0.618 115-044
HIGH 114-287
0.618 114-239
0.500 114-224
0.382 114-210
LOW 114-162
0.618 114-085
1.000 114-037
1.618 113-280
2.618 113-155
4.250 112-271
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 114-230 115-006
PP 114-227 114-295
S1 114-224 114-263

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

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