ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 115-025 114-110 -0-235 -0.6% 115-102
High 115-025 114-137 -0-208 -0.6% 115-140
Low 114-087 112-307 -1-100 -1.1% 112-307
Close 114-127 112-315 -1-132 -1.2% 112-315
Range 0-258 1-150 0-212 82.2% 2-153
ATR 0-182 0-203 0-021 11.3% 0-000
Volume 408,539 350,833 -57,706 -14.1% 2,055,472
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-276 116-286 113-254
R3 116-126 115-136 113-124
R2 114-296 114-296 113-081
R1 113-306 113-306 113-038 113-226
PP 113-146 113-146 113-146 113-106
S1 112-156 112-156 112-272 112-076
S2 111-316 111-316 112-229
S3 110-166 111-006 112-186
S4 109-016 109-176 112-056
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 121-073 119-187 114-111
R3 118-240 117-034 113-213
R2 116-087 116-087 113-140
R1 114-201 114-201 113-068 114-068
PP 113-254 113-254 113-254 113-187
S1 112-048 112-048 112-242 111-234
S2 111-101 111-101 112-170
S3 108-268 109-215 112-097
S4 106-115 107-062 111-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-140 112-307 2-153 2.2% 0-264 0.7% 1% False True 411,094
10 116-120 112-307 3-133 3.0% 0-234 0.6% 1% False True 329,479
20 117-030 112-307 4-043 3.7% 0-192 0.5% 1% False True 172,590
40 117-250 112-307 4-263 4.3% 0-145 0.4% 1% False True 86,525
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 0-042
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 120-214
2.618 118-087
1.618 116-257
1.000 115-287
0.618 115-107
HIGH 114-137
0.618 113-277
0.500 113-222
0.382 113-167
LOW 112-307
0.618 112-017
1.000 111-157
1.618 110-187
2.618 109-037
4.250 106-230
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 113-222 114-022
PP 113-146 113-226
S1 113-071 113-111

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

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