ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 117-110 117-210 0-100 0.3% 116-040
High 117-160 117-300 0-140 0.4% 117-260
Low 116-260 117-100 0-160 0.4% 116-030
Close 116-290 117-260 0-290 0.8% 116-290
Range 0-220 0-200 -0-020 -9.1% 1-230
ATR 0-000 0-192 0-192 0-000
Volume 3,811 3,929 118 3.1% 19,747
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 119-180 119-100 118-050
R3 118-300 118-220 117-315
R2 118-100 118-100 117-297
R1 118-020 118-020 117-278 118-060
PP 117-220 117-220 117-220 117-240
S1 117-140 117-140 117-242 117-180
S2 117-020 117-020 117-223
S3 116-140 116-260 117-205
S4 115-260 116-060 117-150
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-030 121-070 117-272
R3 120-120 119-160 117-121
R2 118-210 118-210 117-071
R1 117-250 117-250 117-020 118-070
PP 116-300 116-300 116-300 117-050
S1 116-020 116-020 116-240 116-160
S2 115-070 115-070 116-189
S3 113-160 114-110 116-139
S4 111-250 112-200 115-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-300 116-180 1-120 1.2% 0-192 0.5% 91% True False 3,856
10 117-300 116-030 1-270 1.6% 0-179 0.5% 93% True False 3,647
Crabel Price Patterns
NR True
NR4 False
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-190
2.618 119-184
1.618 118-304
1.000 118-180
0.618 118-104
HIGH 117-300
0.618 117-224
0.500 117-200
0.382 117-176
LOW 117-100
0.618 116-296
1.000 116-220
1.618 116-096
2.618 115-216
4.250 114-210
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 117-240 117-213
PP 117-220 117-167
S1 117-200 117-120

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

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