ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 113-305 113-307 0-002 0.0% 112-267
High 114-095 114-005 -0-090 -0.2% 113-175
Low 113-205 113-020 -0-185 -0.5% 112-125
Close 114-005 113-065 -0-260 -0.7% 113-140
Range 0-210 0-305 0-095 45.2% 1-050
ATR 0-198 0-206 0-008 3.9% 0-000
Volume 313,619 387,602 73,983 23.6% 2,091,736
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 116-092 115-223 113-233
R3 115-107 114-238 113-149
R2 114-122 114-122 113-121
R1 113-253 113-253 113-093 113-195
PP 113-137 113-137 113-137 113-108
S1 112-268 112-268 113-037 112-210
S2 112-152 112-152 113-009
S3 111-167 111-283 112-301
S4 110-182 110-298 112-217
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
5 114-095 113-020 1-075 1.1% 0-197 0.5% 11% False True 344,963
10 114-137 112-125 2-012 1.8% 0-232 0.6% 40% False False 373,559
20 116-280 112-125 4-155 4.0% 0-223 0.6% 18% False False 338,209
40 117-070 112-125 4-265 4.3% 0-174 0.5% 17% False False 171,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118-021
2.618 116-163
1.618 115-178
1.000 114-310
0.618 114-193
HIGH 114-005
0.618 113-208
0.500 113-172
0.382 113-137
LOW 113-020
0.618 112-152
1.000 112-035
1.618 111-167
2.618 110-182
4.250 109-004
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 113-172 113-218
PP 113-137 113-167
S1 113-101 113-116

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

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