ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 112-267 112-182 -0-085 -0.2% 115-102
High 113-025 113-037 0-012 0.0% 115-140
Low 112-125 112-172 0-047 0.1% 112-307
Close 112-190 113-007 0-137 0.4% 112-315
Range 0-220 0-185 -0-035 -15.9% 2-153
ATR 0-204 0-203 -0-001 -0.7% 0-000
Volume 585,682 395,126 -190,556 -32.5% 2,055,472
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 114-200 114-129 113-109
R3 114-015 113-264 113-058
R2 113-150 113-150 113-041
R1 113-079 113-079 113-024 113-114
PP 112-285 112-285 112-285 112-303
S1 112-214 112-214 112-310 112-250
S2 112-100 112-100 112-293
S3 111-235 112-029 112-276
S4 111-050 111-164 112-225
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% 0-258 0.7% 23% False False 423,195
10 115-180 112-125 3-055 2.8% 0-232 0.6% 20% False False 399,600
20 117-030 112-125 4-225 4.2% 0-200 0.6% 13% False False 221,315
40 117-250 112-125 5-125 4.8% 0-153 0.4% 12% False False 111,032
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 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-183
2.618 114-201
1.618 114-016
1.000 113-222
0.618 113-151
HIGH 113-037
0.618 112-286
0.500 112-264
0.382 112-243
LOW 112-172
0.618 112-058
1.000 111-307
1.618 111-193
2.618 111-008
4.250 110-026
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 112-306 113-131
PP 112-285 113-090
S1 112-264 113-048

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

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