ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 117-005 116-165 -0-160 -0.4% 117-035
High 117-022 116-260 -0-082 -0.2% 117-102
Low 116-140 116-085 -0-055 -0.1% 116-085
Close 116-205 116-202 -0-003 0.0% 116-202
Range 0-202 0-175 -0-027 -13.4% 1-017
ATR 0-174 0-174 0-000 0.0% 0-000
Volume 334,489 468,189 133,700 40.0% 1,480,257
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 118-067 117-310 116-298
R3 117-212 117-135 116-250
R2 117-037 117-037 116-234
R1 116-280 116-280 116-218 116-318
PP 116-182 116-182 116-182 116-202
S1 116-105 116-105 116-186 116-144
S2 116-007 116-007 116-170
S3 115-152 115-250 116-154
S4 114-297 115-075 116-106
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 119-287 119-102 117-067
R3 118-270 118-085 116-295
R2 117-253 117-253 116-264
R1 117-068 117-068 116-233 116-312
PP 116-236 116-236 116-236 116-198
S1 116-051 116-051 116-171 115-295
S2 115-219 115-219 116-140
S3 114-202 115-034 116-109
S4 113-185 114-017 116-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-102 116-085 1-017 0.9% 0-147 0.4% 35% False True 296,051
10 118-007 116-085 1-242 1.5% 0-175 0.5% 21% False True 319,087
20 118-142 116-085 2-057 1.9% 0-170 0.5% 17% False True 291,974
40 119-152 116-085 3-067 2.8% 0-182 0.5% 11% False True 289,676
60 119-152 116-020 3-132 2.9% 0-194 0.5% 17% False False 265,630
Crabel Price Patterns
NR True
NR4 False
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 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-044
2.618 118-078
1.618 117-223
1.000 117-115
0.618 117-048
HIGH 116-260
0.618 116-193
0.500 116-172
0.382 116-152
LOW 116-085
0.618 115-297
1.000 115-230
1.618 115-122
2.618 114-267
4.250 113-301
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 116-192 116-254
PP 116-182 116-236
S1 116-172 116-219

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

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