ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 115-275 115-050 -0-225 -0.6% 115-175
High 115-315 115-247 -0-068 -0.2% 116-217
Low 115-015 115-050 0-035 0.1% 115-130
Close 115-065 115-172 0-107 0.3% 116-165
Range 0-300 0-197 -0-103 -34.3% 1-087
ATR 0-195 0-196 0-000 0.1% 0-000
Volume 378,448 463,915 85,467 22.6% 1,650,298
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 117-107 117-017 115-280
R3 116-230 116-140 115-226
R2 116-033 116-033 115-208
R1 115-263 115-263 115-190 115-308
PP 115-156 115-156 115-156 115-179
S1 115-066 115-066 115-154 115-111
S2 114-279 114-279 115-136
S3 114-082 114-189 115-118
S4 113-205 113-312 115-064
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-005 119-172 117-069
R3 118-238 118-085 116-277
R2 117-151 117-151 116-240
R1 116-318 116-318 116-202 117-074
PP 116-064 116-064 116-064 116-102
S1 115-231 115-231 116-128 115-308
S2 114-297 114-297 116-090
S3 113-210 114-144 116-053
S4 112-123 113-057 115-261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-235 115-015 1-220 1.5% 0-205 0.6% 29% False False 355,677
10 116-235 114-262 1-293 1.7% 0-190 0.5% 38% False False 335,971
20 116-235 113-010 3-225 3.2% 0-192 0.5% 68% False False 334,354
40 116-280 112-125 4-155 3.9% 0-205 0.6% 70% False False 327,481
60 117-070 112-125 4-265 4.2% 0-177 0.5% 65% False False 219,071
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-124
2.618 117-123
1.618 116-246
1.000 116-124
0.618 116-049
HIGH 115-247
0.618 115-172
0.500 115-148
0.382 115-125
LOW 115-050
0.618 114-248
1.000 114-173
1.618 114-051
2.618 113-174
4.250 112-173
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 115-164 115-218
PP 115-156 115-202
S1 115-148 115-187

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

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