ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 119-012 118-125 -0-207 -0.5% 117-220
High 119-050 118-180 -0-190 -0.5% 119-002
Low 118-062 117-277 -0-105 -0.3% 117-135
Close 118-157 118-017 -0-140 -0.4% 118-022
Range 0-308 0-223 -0-085 -27.6% 1-187
ATR 0-240 0-239 -0-001 -0.5% 0-000
Volume 330,935 454,410 123,475 37.3% 1,247,491
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-080 119-272 118-140
R3 119-177 119-049 118-078
R2 118-274 118-274 118-058
R1 118-146 118-146 118-037 118-098
PP 118-051 118-051 118-051 118-028
S1 117-243 117-243 117-317 117-196
S2 117-148 117-148 117-296
S3 116-245 117-020 117-276
S4 116-022 116-117 117-214
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-294 122-025 118-301
R3 121-107 120-158 118-161
R2 119-240 119-240 118-115
R1 118-291 118-291 118-068 119-106
PP 118-053 118-053 118-053 118-120
S1 117-104 117-104 117-296 117-238
S2 116-186 116-186 117-249
S3 114-319 115-237 117-203
S4 113-132 114-050 117-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-050 117-277 1-093 1.1% 0-253 0.7% 15% False True 296,392
10 119-050 117-135 1-235 1.5% 0-222 0.6% 36% False False 272,576
20 119-157 117-135 2-022 1.8% 0-223 0.6% 31% False False 265,512
40 120-237 117-135 3-102 2.8% 0-229 0.6% 19% False False 217,739
60 120-237 114-240 5-317 5.1% 0-254 0.7% 55% False False 232,198
80 120-237 110-290 9-267 8.3% 0-245 0.6% 73% False False 178,469
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-168
2.618 120-124
1.618 119-221
1.000 119-083
0.618 118-318
HIGH 118-180
0.618 118-095
0.500 118-068
0.382 118-042
LOW 117-277
0.618 117-139
1.000 117-054
1.618 116-236
2.618 116-013
4.250 114-289
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 118-068 118-164
PP 118-051 118-115
S1 118-034 118-066

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

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