ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 118-002 118-090 0-088 0.2% 117-207
High 118-130 118-142 0-012 0.0% 117-295
Low 117-287 118-032 0-065 0.2% 117-105
Close 118-107 118-117 0-010 0.0% 117-165
Range 0-163 0-110 -0-053 -32.5% 0-190
ATR 0-187 0-182 -0-006 -3.0% 0-000
Volume 173,146 236,269 63,123 36.5% 959,157
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-107 119-062 118-178
R3 118-317 118-272 118-147
R2 118-207 118-207 118-137
R1 118-162 118-162 118-127 118-184
PP 118-097 118-097 118-097 118-108
S1 118-052 118-052 118-107 118-074
S2 117-307 117-307 118-097
S3 117-197 117-262 118-087
S4 117-087 117-152 118-056
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
5 118-142 117-105 1-037 0.9% 0-152 0.4% 93% True False 206,223
10 118-295 117-105 1-190 1.3% 0-155 0.4% 65% False False 232,536
20 119-152 116-220 2-252 2.4% 0-189 0.5% 60% False False 260,879
40 119-152 116-020 3-132 2.9% 0-206 0.5% 67% False False 267,199
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-290
2.618 119-110
1.618 119-000
1.000 118-252
0.618 118-210
HIGH 118-142
0.618 118-100
0.500 118-087
0.382 118-074
LOW 118-032
0.618 117-284
1.000 117-242
1.618 117-174
2.618 117-064
4.250 116-204
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 118-107 118-071
PP 118-097 118-025
S1 118-087 117-298

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

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