ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 112-182 113-005 0-143 0.4% 115-102
High 113-037 113-007 -0-030 -0.1% 115-140
Low 112-172 112-162 -0-010 0.0% 112-307
Close 113-007 112-240 -0-087 -0.2% 112-315
Range 0-185 0-165 -0-020 -10.8% 2-153
ATR 0-203 0-200 -0-003 -1.3% 0-000
Volume 395,126 372,207 -22,919 -5.8% 2,055,472
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 114-098 114-014 113-011
R3 113-253 113-169 112-285
R2 113-088 113-088 112-270
R1 113-004 113-004 112-255 112-284
PP 112-243 112-243 112-243 112-223
S1 112-159 112-159 112-225 112-118
S2 112-078 112-078 112-210
S3 111-233 111-314 112-195
S4 111-068 111-149 112-149
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
5 115-025 112-125 2-220 2.4% 0-260 0.7% 13% False False 422,477
10 115-180 112-125 3-055 2.8% 0-226 0.6% 11% False False 412,368
20 117-030 112-125 4-225 4.2% 0-201 0.6% 8% False False 239,829
40 117-250 112-125 5-125 4.8% 0-154 0.4% 7% False False 120,337
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-068
2.618 114-119
1.618 113-274
1.000 113-172
0.618 113-109
HIGH 113-007
0.618 112-264
0.500 112-244
0.382 112-225
LOW 112-162
0.618 112-060
1.000 111-317
1.618 111-215
2.618 111-050
4.250 110-101
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 112-244 112-241
PP 112-243 112-241
S1 112-242 112-240

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

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