ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 113-055 113-130 0-075 0.2% 112-267
High 113-175 113-240 0-065 0.2% 113-175
Low 113-032 113-130 0-098 0.3% 112-125
Close 113-140 113-205 0-065 0.2% 113-140
Range 0-143 0-110 -0-033 -23.1% 1-050
ATR 0-202 0-196 -0-007 -3.3% 0-000
Volume 431,785 283,121 -148,664 -34.4% 2,091,736
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 114-202 114-153 113-266
R3 114-092 114-043 113-235
R2 113-302 113-302 113-225
R1 113-253 113-253 113-215 113-278
PP 113-192 113-192 113-192 113-204
S1 113-143 113-143 113-195 113-168
S2 113-082 113-082 113-185
S3 112-292 113-033 113-175
S4 112-182 112-243 113-144
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
5 113-240 112-130 1-110 1.2% 0-180 0.5% 92% True False 357,835
10 115-057 112-125 2-252 2.5% 0-213 0.6% 45% False False 397,756
20 116-300 112-125 4-175 4.0% 0-211 0.6% 27% False False 290,512
40 117-150 112-125 5-025 4.5% 0-164 0.5% 25% False False 145,882
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 0-031
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 115-068
2.618 114-208
1.618 114-098
1.000 114-030
0.618 113-308
HIGH 113-240
0.618 113-198
0.500 113-185
0.382 113-172
LOW 113-130
0.618 113-062
1.000 113-020
1.618 112-272
2.618 112-162
4.250 111-302
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 113-198 113-145
PP 113-192 113-085
S1 113-185 113-025

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

View Archives - Comment on this page... - Back to Index of Symbols