ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 117-217 117-155 -0-062 -0.2% 117-150
High 117-247 117-190 -0-057 -0.2% 118-142
Low 117-102 117-082 -0-020 -0.1% 117-090
Close 117-135 117-170 0-035 0.1% 117-145
Range 0-145 0-108 -0-037 -25.5% 1-052
ATR 0-181 0-176 -0-005 -2.9% 0-000
Volume 298,965 308,593 9,628 3.2% 1,099,260
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-151 118-109 117-229
R3 118-043 118-001 117-200
R2 117-255 117-255 117-190
R1 117-213 117-213 117-180 117-234
PP 117-147 117-147 117-147 117-158
S1 117-105 117-105 117-160 117-126
S2 117-039 117-039 117-150
S3 116-251 116-317 117-140
S4 116-143 116-209 117-111
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
5 118-047 117-082 0-285 0.8% 0-176 0.5% 31% False True 283,776
10 118-142 117-082 1-060 1.0% 0-165 0.4% 23% False True 251,202
20 118-295 117-082 1-213 1.4% 0-158 0.4% 17% False True 257,326
40 119-152 116-020 3-132 2.9% 0-198 0.5% 43% False False 298,563
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 119-009
2.618 118-153
1.618 118-045
1.000 117-298
0.618 117-257
HIGH 117-190
0.618 117-149
0.500 117-136
0.382 117-123
LOW 117-082
0.618 117-015
1.000 116-294
1.618 116-227
2.618 116-119
4.250 115-263
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 117-159 117-224
PP 117-147 117-206
S1 117-136 117-188

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

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