ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 113-075 113-135 0-060 0.2% 113-130
High 113-162 113-300 0-138 0.4% 114-095
Low 113-010 113-110 0-100 0.3% 113-010
Close 113-132 113-280 0-148 0.4% 113-132
Range 0-152 0-190 0-038 25.0% 1-085
ATR 0-202 0-201 -0-001 -0.4% 0-000
Volume 478,050 269,486 -208,564 -43.6% 1,771,080
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-160 115-090 114-064
R3 114-290 114-220 114-012
R2 114-100 114-100 113-315
R1 114-030 114-030 113-297 114-065
PP 113-230 113-230 113-230 113-248
S1 113-160 113-160 113-263 113-195
S2 113-040 113-040 113-245
S3 112-170 112-290 113-228
S4 111-300 112-100 113-176
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% 0-215 0.6% 67% False False 351,489
10 114-095 112-130 1-285 1.7% 0-197 0.5% 78% False False 354,662
20 116-050 112-125 3-245 3.3% 0-218 0.6% 39% False False 364,160
40 117-070 112-125 4-265 4.2% 0-178 0.5% 31% False False 189,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-148
2.618 115-157
1.618 114-287
1.000 114-170
0.618 114-097
HIGH 113-300
0.618 113-227
0.500 113-205
0.382 113-183
LOW 113-110
0.618 112-313
1.000 112-240
1.618 112-123
2.618 111-253
4.250 110-262
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 113-255 113-242
PP 113-230 113-205
S1 113-205 113-168

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

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