ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 114-272 114-245 -0-027 -0.1% 113-135
High 114-292 115-002 0-030 0.1% 114-300
Low 114-150 114-162 0-012 0.0% 113-110
Close 114-230 114-305 0-075 0.2% 114-267
Range 0-142 0-160 0-018 12.7% 1-190
ATR 0-196 0-193 -0-003 -1.3% 0-000
Volume 223,737 367,543 143,806 64.3% 1,554,497
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 116-103 116-044 115-073
R3 115-263 115-204 115-029
R2 115-103 115-103 115-014
R1 115-044 115-044 115-000 115-074
PP 114-263 114-263 114-263 114-278
S1 114-204 114-204 114-290 114-234
S2 114-103 114-103 114-276
S3 113-263 114-044 114-261
S4 113-103 113-204 114-217
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
5 115-010 113-220 1-110 1.2% 0-186 0.5% 94% False False 329,889
10 115-010 113-010 2-000 1.7% 0-194 0.5% 96% False False 332,737
20 115-025 112-125 2-220 2.3% 0-211 0.6% 95% False False 354,195
40 117-030 112-125 4-225 4.1% 0-190 0.5% 54% False False 244,512
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-042
2.618 116-101
1.618 115-261
1.000 115-162
0.618 115-101
HIGH 115-002
0.618 114-261
0.500 114-242
0.382 114-223
LOW 114-162
0.618 114-063
1.000 114-002
1.618 113-223
2.618 113-063
4.250 112-122
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 114-284 114-283
PP 114-263 114-262
S1 114-242 114-240

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

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