ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 116-315 117-102 0-107 0.3% 117-035
High 117-137 117-232 0-095 0.3% 117-102
Low 116-315 117-050 0-055 0.1% 116-085
Close 117-110 117-212 0-102 0.3% 116-202
Range 0-142 0-182 0-040 28.2% 1-017
ATR 0-174 0-175 0-001 0.3% 0-000
Volume 252,888 302,675 49,787 19.7% 1,480,257
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 119-071 119-003 117-312
R3 118-209 118-141 117-262
R2 118-027 118-027 117-245
R1 117-279 117-279 117-229 117-313
PP 117-165 117-165 117-165 117-182
S1 117-097 117-097 117-195 117-131
S2 116-303 116-303 117-179
S3 116-121 116-235 117-162
S4 115-259 116-053 117-112
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
5 117-232 116-085 1-147 1.2% 0-179 0.5% 96% True False 334,667
10 117-232 116-085 1-147 1.2% 0-148 0.4% 96% True False 307,834
20 118-120 116-085 2-035 1.8% 0-171 0.5% 66% False False 305,471
40 119-152 116-085 3-067 2.7% 0-180 0.5% 44% False False 283,175
60 119-152 116-020 3-132 2.9% 0-194 0.5% 47% False False 279,956
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-046
2.618 119-068
1.618 118-206
1.000 118-094
0.618 118-024
HIGH 117-232
0.618 117-162
0.500 117-141
0.382 117-120
LOW 117-050
0.618 116-258
1.000 116-188
1.618 116-076
2.618 115-214
4.250 114-236
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 117-188 117-163
PP 117-165 117-115
S1 117-141 117-066

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

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