ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 114-005 113-287 -0-038 -0.1% 113-130
High 114-150 114-220 0-070 0.2% 114-095
Low 113-242 113-220 -0-022 -0.1% 113-010
Close 113-310 114-190 0-200 0.5% 113-132
Range 0-228 1-000 0-092 40.4% 1-085
ATR 0-199 0-208 0-009 4.3% 0-000
Volume 296,979 413,643 116,664 39.3% 1,771,080
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-103 116-307 115-046
R3 116-103 115-307 114-278
R2 115-103 115-103 114-249
R1 114-307 114-307 114-219 115-045
PP 114-103 114-103 114-103 114-132
S1 113-307 113-307 114-161 114-045
S2 113-103 113-103 114-131
S3 112-103 112-307 114-102
S4 111-103 111-307 114-014
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
5 114-220 113-010 1-210 1.4% 0-206 0.6% 94% True False 340,793
10 114-220 113-010 1-210 1.4% 0-202 0.5% 94% True False 342,878
20 115-180 112-125 3-055 2.8% 0-219 0.6% 69% False False 377,436
40 117-030 112-125 4-225 4.1% 0-183 0.5% 47% False False 213,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 118-300
2.618 117-098
1.618 116-098
1.000 115-220
0.618 115-098
HIGH 114-220
0.618 114-098
0.500 114-060
0.382 114-022
LOW 113-220
0.618 113-022
1.000 112-220
1.618 112-022
2.618 111-022
4.250 109-140
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 114-147 114-146
PP 114-103 114-102
S1 114-060 114-058

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

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