ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 114-110 112-267 -1-163 -1.3% 115-102
High 114-137 113-025 -1-112 -1.2% 115-140
Low 112-307 112-125 -0-182 -0.5% 112-307
Close 112-315 112-190 -0-125 -0.3% 112-315
Range 1-150 0-220 -0-250 -53.2% 2-153
ATR 0-203 0-204 0-001 0.6% 0-000
Volume 350,833 585,682 234,849 66.9% 2,055,472
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 114-240 114-115 112-311
R3 114-020 113-215 112-250
R2 113-120 113-120 112-230
R1 112-315 112-315 112-210 112-268
PP 112-220 112-220 112-220 112-196
S1 112-095 112-095 112-170 112-048
S2 112-000 112-000 112-150
S3 111-100 111-195 112-130
S4 110-200 110-295 112-069
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
5 115-057 112-125 2-252 2.5% 0-246 0.7% 7% False True 437,678
10 116-050 112-125 3-245 3.3% 0-239 0.7% 5% False True 373,659
20 117-030 112-125 4-225 4.2% 0-196 0.5% 4% False True 201,655
40 117-250 112-125 5-125 4.8% 0-148 0.4% 4% False True 101,155
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
4.250 116-000
2.618 114-281
1.618 114-061
1.000 113-245
0.618 113-161
HIGH 113-025
0.618 112-261
0.500 112-235
0.382 112-209
LOW 112-125
0.618 111-309
1.000 111-225
1.618 111-089
2.618 110-189
4.250 109-150
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 112-235 113-235
PP 112-220 113-113
S1 112-205 112-312

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

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