ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	116-120	116-150	0-030	0.1%	116-110
High	116-230	117-000	0-090	0.2%	116-180
Low	116-100	116-140	0-040	0.1%	115-190
Close	116-200	116-300	0-100	0.3%	115-280
Range	0-130	0-180	0-050	38.5%	0-310
ATR	0-141	0-143	0-003	2.0%	0-000
Volume	1,930	2,047	117	6.1%	9,185

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-153	118-087	117-079
R3	117-293	117-227	117-030
R2	117-113	117-113	117-013
R1	117-047	117-047	116-316	117-080
PP	116-253	116-253	116-253	116-270
S1	116-187	116-187	116-284	116-220
S2	116-073	116-073	116-267
S3	115-213	116-007	116-250
S4	115-033	115-147	116-201

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-293	118-117	116-130
R3	117-303	117-127	116-045
R2	116-313	116-313	116-017
R1	116-137	116-137	115-308	116-070
PP	116-003	116-003	116-003	115-290
S1	115-147	115-147	115-252	115-080
S2	115-013	115-013	115-223
S3	114-023	114-157	115-195
S4	113-033	113-167	115-110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-000	115-190	1-130	1.2%	0-140	0.4%	96%	True	False	2,359
10	117-000	115-190	1-130	1.2%	0-117	0.3%	96%	True	False	1,644
20	117-150	115-190	1-280	1.6%	0-112	0.3%	72%	False	False	947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	119-125
2.618	118-151
1.618	117-291
1.000	117-180
0.618	117-111
HIGH	117-000
0.618	116-251
0.500	116-230
0.382	116-209
LOW	116-140
0.618	116-029
1.000	115-280
1.618	115-169
2.618	114-309
4.250	114-015

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	116-277	116-263
PP	116-253	116-227
S1	116-230	116-190

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols