ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	117-090	117-040	-0-050	-0.1%	117-210
High	117-110	117-120	0-010	0.0%	117-300
Low	116-230	116-260	0-030	0.1%	116-230
Close	117-030	116-280	-0-070	-0.2%	117-110
Range	0-200	0-180	-0-020	-10.0%	1-070
ATR	0-207	0-205	-0-002	-0.9%	0-000
Volume	117,883	130,120	12,237	10.4%	190,824

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-227	118-113	117-059
R3	118-047	117-253	117-010
R2	117-187	117-187	116-313
R1	117-073	117-073	116-296	117-040
PP	117-007	117-007	117-007	116-310
S1	116-213	116-213	116-264	116-180
S2	116-147	116-147	116-247
S3	115-287	116-033	116-230
S4	115-107	115-173	116-181

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-123	118-004
R3	119-247	119-053	117-217
R2	118-177	118-177	117-182
R1	117-303	117-303	117-146	117-205
PP	117-107	117-107	117-107	117-058
S1	116-233	116-233	117-074	116-135
S2	116-037	116-037	117-038
S3	114-287	115-163	117-003
S4	113-217	114-093	116-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-300	116-230	1-070	1.0%	0-228	0.6%	13%	False	False	86,979
10	117-300	116-180	1-120	1.2%	0-210	0.6%	23%	False	False	45,417

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-245
2.618	118-271
1.618	118-091
1.000	117-300
0.618	117-231
HIGH	117-120
0.618	117-051
0.500	117-030
0.382	117-009
LOW	116-260
0.618	116-149
1.000	116-080
1.618	115-289
2.618	115-109
4.250	114-135

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	117-030	117-080
PP	117-007	117-040
S1	116-303	117-000

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