ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 117-170 117-120 -0-050 -0.1% 117-127
High 117-202 117-267 0-065 0.2% 118-047
Low 117-070 117-115 0-045 0.1% 117-070
Close 117-090 117-262 0-172 0.5% 117-090
Range 0-132 0-152 0-020 15.2% 0-297
ATR 0-173 0-173 0-000 0.2% 0-000
Volume 354,519 253,522 -100,997 -28.5% 1,549,352
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-031 118-298 118-026
R3 118-199 118-146 117-304
R2 118-047 118-047 117-290
R1 117-314 117-314 117-276 118-020
PP 117-215 117-215 117-215 117-228
S1 117-162 117-162 117-248 117-188
S2 117-063 117-063 117-234
S3 116-231 117-010 117-220
S4 116-079 116-178 117-178
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-107 119-235 117-253
R3 119-130 118-258 117-172
R2 118-153 118-153 117-144
R1 117-281 117-281 117-117 117-228
PP 117-176 117-176 117-176 117-149
S1 116-304 116-304 117-063 116-252
S2 116-199 116-199 117-036
S3 115-222 116-007 117-008
S4 114-245 115-030 116-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-047 117-070 0-297 0.8% 0-143 0.4% 65% False False 297,608
10 118-142 117-070 1-072 1.0% 0-157 0.4% 49% False False 271,082
20 118-295 117-070 1-225 1.4% 0-157 0.4% 35% False False 255,297
40 119-152 116-065 3-087 2.8% 0-195 0.5% 49% False False 298,257
60 119-152 116-020 3-132 2.9% 0-188 0.5% 51% False False 217,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-273
2.618 119-025
1.618 118-193
1.000 118-099
0.618 118-041
HIGH 117-267
0.618 117-209
0.500 117-191
0.382 117-173
LOW 117-115
0.618 117-021
1.000 116-283
1.618 116-189
2.618 116-037
4.250 115-109
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 117-238 117-231
PP 117-215 117-200
S1 117-191 117-168

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

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