ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 117-295 117-217 -0-078 -0.2% 117-150
High 118-047 117-247 -0-120 -0.3% 118-142
Low 117-190 117-102 -0-088 -0.2% 117-090
Close 117-210 117-135 -0-075 -0.2% 117-145
Range 0-177 0-145 -0-032 -18.1% 1-052
ATR 0-184 0-181 -0-003 -1.5% 0-000
Volume 272,441 298,965 26,524 9.7% 1,099,260
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-276 118-191 117-215
R3 118-131 118-046 117-175
R2 117-306 117-306 117-162
R1 117-221 117-221 117-148 117-191
PP 117-161 117-161 117-161 117-146
S1 117-076 117-076 117-122 117-046
S2 117-016 117-016 117-108
S3 116-191 116-251 117-095
S4 116-046 116-106 117-055
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 121-068 120-159 118-030
R3 120-016 119-107 117-247
R2 118-284 118-284 117-213
R1 118-055 118-055 117-179 117-304
PP 117-232 117-232 117-232 117-197
S1 117-003 117-003 117-111 116-252
S2 116-180 116-180 117-077
S3 115-128 115-271 117-043
S4 114-076 114-219 116-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-120 117-090 1-030 0.9% 0-182 0.5% 13% False False 276,956
10 118-142 117-090 1-052 1.0% 0-167 0.4% 12% False False 241,589
20 118-295 117-090 1-205 1.4% 0-163 0.4% 9% False False 255,174
40 119-152 116-020 3-132 2.9% 0-200 0.5% 40% False False 294,101
Crabel Price Patterns
NR True
NR4 True
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 0-030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-223
2.618 118-307
1.618 118-162
1.000 118-072
0.618 118-017
HIGH 117-247
0.618 117-192
0.500 117-174
0.382 117-157
LOW 117-102
0.618 117-012
1.000 116-277
1.618 116-187
2.618 116-042
4.250 115-126
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 117-174 117-234
PP 117-161 117-201
S1 117-148 117-168

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

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