ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 114-202 114-255 0-053 0.1% 113-135
High 114-300 115-010 0-030 0.1% 114-300
Low 114-122 114-202 0-080 0.2% 113-110
Close 114-267 114-280 0-013 0.0% 114-267
Range 0-178 0-128 -0-050 -28.1% 1-190
ATR 0-205 0-200 -0-006 -2.7% 0-000
Volume 328,580 315,943 -12,637 -3.8% 1,554,497
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 116-015 115-275 115-030
R3 115-207 115-147 114-315
R2 115-079 115-079 114-303
R1 115-019 115-019 114-292 115-049
PP 114-271 114-271 114-271 114-286
S1 114-211 114-211 114-268 114-241
S2 114-143 114-143 114-257
S3 114-015 114-083 114-245
S4 113-207 113-275 114-210
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-049 118-188 115-228
R3 117-179 116-318 115-087
R2 115-309 115-309 115-040
R1 115-128 115-128 114-314 115-218
PP 114-119 114-119 114-119 114-164
S1 113-258 113-258 114-220 114-028
S2 112-249 112-249 114-174
S3 111-059 112-068 114-127
S4 109-189 110-198 113-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-010 113-215 1-115 1.2% 0-199 0.5% 89% True False 320,190
10 115-010 113-010 2-000 1.7% 0-207 0.6% 92% True False 335,839
20 115-057 112-125 2-252 2.4% 0-210 0.6% 89% False False 366,798
40 117-030 112-125 4-225 4.1% 0-187 0.5% 53% False False 229,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-066
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 116-234
2.618 116-025
1.618 115-217
1.000 115-138
0.618 115-089
HIGH 115-010
0.618 114-281
0.500 114-266
0.382 114-251
LOW 114-202
0.618 114-123
1.000 114-074
1.618 113-315
2.618 113-187
4.250 112-298
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 114-275 114-225
PP 114-271 114-170
S1 114-266 114-115

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

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