ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 118-082 118-167 0-085 0.2% 118-182
High 118-175 118-270 0-095 0.3% 118-190
Low 118-040 118-120 0-080 0.2% 117-222
Close 118-157 118-245 0-088 0.2% 118-045
Range 0-135 0-150 0-015 11.1% 0-288
ATR 0-214 0-210 -0-005 -2.1% 0-000
Volume 249,098 230,084 -19,014 -7.6% 1,282,601
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-022 119-283 119-008
R3 119-192 119-133 118-286
R2 119-042 119-042 118-272
R1 118-303 118-303 118-259 119-012
PP 118-212 118-212 118-212 118-226
S1 118-153 118-153 118-231 118-182
S2 118-062 118-062 118-218
S3 117-232 118-003 118-204
S4 117-082 117-173 118-162
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-270 120-125 118-203
R3 119-302 119-157 118-124
R2 119-014 119-014 118-098
R1 118-189 118-189 118-071 118-118
PP 118-046 118-046 118-046 118-010
S1 117-221 117-221 118-019 117-150
S2 117-078 117-078 117-312
S3 116-110 116-253 117-286
S4 115-142 115-285 117-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-270 117-222 1-048 1.0% 0-159 0.4% 93% True False 278,668
10 119-152 116-220 2-252 2.3% 0-224 0.6% 75% False False 289,222
20 119-152 116-110 3-042 2.6% 0-224 0.6% 77% False False 329,222
40 119-152 116-020 3-132 2.9% 0-207 0.5% 79% False False 209,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-268
2.618 120-023
1.618 119-193
1.000 119-100
0.618 119-043
HIGH 118-270
0.618 118-213
0.500 118-195
0.382 118-177
LOW 118-120
0.618 118-027
1.000 117-290
1.618 117-197
2.618 117-047
4.250 116-122
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 118-228 118-208
PP 118-212 118-171
S1 118-195 118-134

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

View Archives - Comment on this page... - Back to Index of Symbols