ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 113-200 113-305 0-105 0.3% 112-267
High 113-315 114-095 0-100 0.3% 113-175
Low 113-097 113-205 0-108 0.3% 112-125
Close 113-272 114-005 0-053 0.1% 113-140
Range 0-218 0-210 -0-008 -3.7% 1-050
ATR 0-197 0-198 0-001 0.5% 0-000
Volume 308,688 313,619 4,931 1.6% 2,091,736
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-305 115-205 114-120
R3 115-095 114-315 114-063
R2 114-205 114-205 114-044
R1 114-105 114-105 114-024 114-155
PP 113-315 113-315 113-315 114-020
S1 113-215 113-215 113-306 113-265
S2 113-105 113-105 113-286
S3 112-215 113-005 113-267
S4 112-005 112-115 113-210
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
5 114-095 112-130 1-285 1.7% 0-195 0.5% 85% True False 328,829
10 115-025 112-125 2-220 2.4% 0-227 0.6% 60% False False 375,653
20 116-280 112-125 4-155 3.9% 0-217 0.6% 36% False False 320,609
40 117-070 112-125 4-265 4.2% 0-170 0.5% 34% False False 161,429
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-028
2.618 116-005
1.618 115-115
1.000 114-305
0.618 114-225
HIGH 114-095
0.618 114-015
0.500 113-310
0.382 113-285
LOW 113-205
0.618 113-075
1.000 112-315
1.618 112-185
2.618 111-295
4.250 110-272
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 114-000 113-302
PP 113-315 113-279
S1 113-310 113-256

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

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