ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 119-062 119-000 -0-062 -0.2% 118-010
High 119-097 119-037 -0-060 -0.2% 119-287
Low 119-055 119-000 -0-055 -0.1% 117-205
Close 119-097 119-017 -0-080 -0.2% 119-097
Range 0-042 0-037 -0-005 -11.9% 2-082
ATR 0-225 0-216 -0-009 -4.1% 0-000
Volume 3,132 1,122 -2,010 -64.2% 21,394
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-129 119-110 119-037
R3 119-092 119-073 119-027
R2 119-055 119-055 119-024
R1 119-036 119-036 119-020 119-046
PP 119-018 119-018 119-018 119-023
S1 118-319 118-319 119-014 119-008
S2 118-301 118-301 119-010
S3 118-264 118-282 119-007
S4 118-227 118-245 118-317
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-229 124-245 120-174
R3 123-147 122-163 119-296
R2 121-065 121-065 119-229
R1 120-081 120-081 119-163 120-233
PP 118-303 118-303 118-303 119-059
S1 117-319 117-319 119-031 118-151
S2 116-221 116-221 118-285
S3 114-139 115-237 118-218
S4 112-057 113-155 118-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-287 117-205 2-082 1.9% 0-217 0.6% 63% False False 4,059
10 119-287 117-020 2-267 2.4% 0-190 0.5% 70% False False 6,461
20 119-287 117-020 2-267 2.4% 0-202 0.5% 70% False False 128,708
40 119-287 117-020 2-267 2.4% 0-213 0.6% 70% False False 208,113
60 120-237 117-020 3-217 3.1% 0-221 0.6% 54% False False 199,518
80 120-237 115-250 4-307 4.2% 0-238 0.6% 66% False False 212,436
100 120-237 110-290 9-267 8.3% 0-237 0.6% 83% False False 177,704
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 119-194
2.618 119-134
1.618 119-097
1.000 119-074
0.618 119-060
HIGH 119-037
0.618 119-023
0.500 119-018
0.382 119-014
LOW 119-000
0.618 118-297
1.000 118-283
1.618 118-260
2.618 118-223
4.250 118-163
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 119-018 119-125
PP 119-018 119-089
S1 119-018 119-053

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

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