ECBOT 5 Year T-Note Future June 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	118-122	118-182	0-060	0.2%	117-115
High	118-225	118-190	-0-035	-0.1%	119-152
Low	118-122	118-095	-0-027	-0.1%	116-215
Close	118-185	118-127	-0-058	-0.2%	118-185
Range	0-103	0-095	-0-008	-7.8%	2-257
ATR	0-252	0-241	-0-011	-4.4%	0-000
Volume	346,213	199,574	-146,639	-42.4%	1,762,996

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-102	119-050	118-179
R3	119-007	118-275	118-153
R2	118-232	118-232	118-144
R1	118-180	118-180	118-136	118-158
PP	118-137	118-137	118-137	118-127
S1	118-085	118-085	118-118	118-064
S2	118-042	118-042	118-110
S3	117-267	117-310	118-101
S4	117-172	117-215	118-075

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-208	125-134	120-038
R3	123-271	122-197	119-112
R2	121-014	121-014	119-029
R1	119-260	119-260	118-267	120-137
PP	118-077	118-077	118-077	118-176
S1	117-003	117-003	118-103	117-200
S2	115-140	115-140	118-021
S3	112-203	114-066	117-258
S4	109-266	111-129	117-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-152	116-215	2-257	2.4%	0-299	0.8%	62%	False	False	308,440
10	119-152	116-110	3-042	2.6%	0-259	0.7%	66%	False	False	356,840
20	119-152	116-020	3-132	2.9%	0-241	0.6%	68%	False	False	330,478

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	119-274
2.618	119-119
1.618	119-024
1.000	118-285
0.618	118-249
HIGH	118-190
0.618	118-154
0.500	118-142
0.382	118-131
LOW	118-095
0.618	118-036
1.000	118-000
1.618	117-261
2.618	117-166
4.250	117-011

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	118-142	118-220
PP	118-137	118-189
S1	118-132	118-158

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