ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 117-150 118-002 0-172 0.5% 117-207
High 118-042 118-130 0-088 0.2% 117-295
Low 117-135 117-287 0-152 0.4% 117-105
Close 118-020 118-107 0-087 0.2% 117-165
Range 0-227 0-163 -0-064 -28.2% 0-190
ATR 0-189 0-187 -0-002 -1.0% 0-000
Volume 191,305 173,146 -18,159 -9.5% 959,157
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-237 119-175 118-197
R3 119-074 119-012 118-152
R2 118-231 118-231 118-137
R1 118-169 118-169 118-122 118-200
PP 118-068 118-068 118-068 118-084
S1 118-006 118-006 118-092 118-037
S2 117-225 117-225 118-077
S3 117-062 117-163 118-062
S4 116-219 117-000 118-017
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-118 119-012 117-270
R3 118-248 118-142 117-217
R2 118-058 118-058 117-200
R1 117-272 117-272 117-182 117-230
PP 117-188 117-188 117-188 117-168
S1 117-082 117-082 117-148 117-040
S2 116-318 116-318 117-130
S3 116-128 116-212 117-113
S4 115-258 116-022 117-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-130 117-105 1-025 0.9% 0-150 0.4% 93% True False 198,040
10 118-295 117-105 1-190 1.3% 0-159 0.4% 63% False False 231,917
20 119-152 116-215 2-257 2.4% 0-193 0.5% 59% False False 259,675
40 119-152 116-020 3-132 2.9% 0-209 0.6% 67% False False 261,387
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-183
2.618 119-237
1.618 119-074
1.000 118-293
0.618 118-231
HIGH 118-130
0.618 118-068
0.500 118-048
0.382 118-029
LOW 117-287
0.618 117-186
1.000 117-124
1.618 117-023
2.618 116-180
4.250 115-234
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 118-088 118-057
PP 118-068 118-007
S1 118-048 117-278

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

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