ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 112-237 113-055 0-138 0.4% 112-267
High 113-105 113-175 0-070 0.2% 113-175
Low 112-130 113-032 0-222 0.6% 112-125
Close 113-045 113-140 0-095 0.3% 113-140
Range 0-295 0-143 -0-152 -51.5% 1-050
ATR 0-207 0-202 -0-005 -2.2% 0-000
Volume 306,936 431,785 124,849 40.7% 2,091,736
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 114-225 114-165 113-219
R3 114-082 114-022 113-179
R2 113-259 113-259 113-166
R1 113-199 113-199 113-153 113-229
PP 113-116 113-116 113-116 113-130
S1 113-056 113-056 113-127 113-086
S2 112-293 112-293 113-114
S3 112-150 112-233 113-101
S4 112-007 112-090 113-061
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 116-190 116-055 114-024
R3 115-140 115-005 113-242
R2 114-090 114-090 113-208
R1 113-275 113-275 113-174 114-022
PP 113-040 113-040 113-040 113-074
S1 112-225 112-225 113-106 112-292
S2 111-310 111-310 113-072
S3 110-260 111-175 113-038
S4 109-210 110-125 112-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-175 112-125 1-050 1.0% 0-202 0.6% 91% True False 418,347
10 115-140 112-125 3-015 2.7% 0-233 0.6% 34% False False 414,720
20 117-010 112-125 4-205 4.1% 0-210 0.6% 23% False False 276,585
40 117-150 112-125 5-025 4.5% 0-163 0.4% 21% False False 138,804
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 115-143
2.618 114-229
1.618 114-086
1.000 113-318
0.618 113-263
HIGH 113-175
0.618 113-120
0.500 113-104
0.382 113-087
LOW 113-032
0.618 112-264
1.000 112-209
1.618 112-121
2.618 111-298
4.250 111-064
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 113-128 113-091
PP 113-116 113-042
S1 113-104 112-312

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

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