ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 113-307 113-075 -0-232 -0.6% 113-130
High 114-005 113-162 -0-163 -0.4% 114-095
Low 113-020 113-010 -0-010 0.0% 113-010
Close 113-065 113-132 0-067 0.2% 113-132
Range 0-305 0-152 -0-153 -50.2% 1-085
ATR 0-206 0-202 -0-004 -1.9% 0-000
Volume 387,602 478,050 90,448 23.3% 1,771,080
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 114-237 114-177 113-216
R3 114-085 114-025 113-174
R2 113-253 113-253 113-160
R1 113-193 113-193 113-146 113-223
PP 113-101 113-101 113-101 113-116
S1 113-041 113-041 113-118 113-071
S2 112-269 112-269 113-104
S3 112-117 112-209 113-090
S4 111-285 112-057 113-048
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-121 116-211 114-035
R3 116-036 115-126 113-243
R2 114-271 114-271 113-206
R1 114-041 114-041 113-169 114-156
PP 113-186 113-186 113-186 113-243
S1 112-276 112-276 113-095 113-071
S2 112-101 112-101 113-058
S3 111-016 111-191 113-021
S4 109-251 110-106 112-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-095 113-010 1-085 1.1% 0-199 0.5% 30% False True 354,216
10 114-095 112-125 1-290 1.7% 0-200 0.6% 54% False False 386,281
20 116-120 112-125 3-315 3.5% 0-217 0.6% 26% False False 357,880
40 117-070 112-125 4-265 4.3% 0-176 0.5% 21% False False 183,053
Crabel Price Patterns
NR True
NR4 True
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 0-051
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-168
2.618 114-240
1.618 114-088
1.000 113-314
0.618 113-256
HIGH 113-162
0.618 113-104
0.500 113-086
0.382 113-068
LOW 113-010
0.618 112-236
1.000 112-178
1.618 112-084
2.618 111-252
4.250 111-004
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 113-117 113-212
PP 113-101 113-186
S1 113-086 113-159

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

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