ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 113-130 113-200 0-070 0.2% 112-267
High 113-240 113-315 0-075 0.2% 113-175
Low 113-130 113-097 -0-033 -0.1% 112-125
Close 113-205 113-272 0-067 0.2% 113-140
Range 0-110 0-218 0-108 98.2% 1-050
ATR 0-196 0-197 0-002 0.8% 0-000
Volume 283,121 308,688 25,567 9.0% 2,091,736
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-242 115-155 114-072
R3 115-024 114-257 114-012
R2 114-126 114-126 113-312
R1 114-039 114-039 113-292 114-082
PP 113-228 113-228 113-228 113-250
S1 113-141 113-141 113-252 113-184
S2 113-010 113-010 113-232
S3 112-112 112-243 113-212
S4 111-214 112-025 113-152
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
5 113-315 112-130 1-185 1.4% 0-186 0.5% 91% True False 340,547
10 115-057 112-125 2-252 2.4% 0-222 0.6% 52% False False 381,871
20 116-280 112-125 4-155 3.9% 0-211 0.6% 33% False False 305,762
40 117-150 112-125 5-025 4.5% 0-169 0.5% 29% False False 153,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-282
2.618 115-246
1.618 115-028
1.000 114-213
0.618 114-130
HIGH 113-315
0.618 113-232
0.500 113-206
0.382 113-180
LOW 113-097
0.618 112-282
1.000 112-199
1.618 112-064
2.618 111-166
4.250 110-130
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 113-250 113-239
PP 113-228 113-206
S1 113-206 113-174

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

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