ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 113-005 112-237 -0-088 -0.2% 115-102
High 113-007 113-105 0-098 0.3% 115-140
Low 112-162 112-130 -0-032 -0.1% 112-307
Close 112-240 113-045 0-125 0.3% 112-315
Range 0-165 0-295 0-130 78.8% 2-153
ATR 0-200 0-207 0-007 3.4% 0-000
Volume 372,207 306,936 -65,271 -17.5% 2,055,472
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-232 115-113 113-207
R3 114-257 114-138 113-126
R2 113-282 113-282 113-099
R1 113-163 113-163 113-072 113-222
PP 112-307 112-307 112-307 113-016
S1 112-188 112-188 113-018 112-248
S2 112-012 112-012 112-311
S3 111-037 111-213 112-284
S4 110-062 110-238 112-203
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
5 114-137 112-125 2-012 1.8% 0-267 0.7% 37% False False 402,156
10 115-180 112-125 3-055 2.8% 0-236 0.7% 24% False False 411,994
20 117-030 112-125 4-225 4.2% 0-207 0.6% 16% False False 255,073
40 117-150 112-125 5-025 4.5% 0-160 0.4% 15% False False 128,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-079
2.618 115-237
1.618 114-262
1.000 114-080
0.618 113-287
HIGH 113-105
0.618 112-312
0.500 112-278
0.382 112-243
LOW 112-130
0.618 111-268
1.000 111-155
1.618 110-293
2.618 109-318
4.250 108-156
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 113-016 113-016
PP 112-307 112-307
S1 112-278 112-278

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

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