ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 118-090 118-105 0-015 0.0% 117-207
High 118-142 118-120 -0-022 -0.1% 117-295
Low 118-032 117-302 -0-050 -0.1% 117-105
Close 118-117 118-015 -0-102 -0.3% 117-165
Range 0-110 0-138 0-028 25.5% 0-190
ATR 0-182 0-179 -0-003 -1.7% 0-000
Volume 236,269 274,492 38,223 16.2% 959,157
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-133 119-052 118-091
R3 118-315 118-234 118-053
R2 118-177 118-177 118-040
R1 118-096 118-096 118-028 118-068
PP 118-039 118-039 118-039 118-025
S1 117-278 117-278 118-002 117-250
S2 117-221 117-221 117-310
S3 117-083 117-140 117-297
S4 116-265 117-002 117-259
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% 0-154 0.4% 64% False False 218,627
10 118-282 117-105 1-177 1.3% 0-160 0.4% 46% False False 234,922
20 119-025 117-105 1-240 1.5% 0-151 0.4% 41% False False 257,081
40 119-152 116-020 3-132 2.9% 0-205 0.5% 58% False False 273,963
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-066
2.618 119-161
1.618 119-023
1.000 118-258
0.618 118-205
HIGH 118-120
0.618 118-067
0.500 118-051
0.382 118-035
LOW 117-302
0.618 117-217
1.000 117-164
1.618 117-079
2.618 116-261
4.250 116-036
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 118-051 118-054
PP 118-039 118-041
S1 118-027 118-028

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

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