ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 117-102 117-195 0-093 0.2% 117-035
High 117-232 117-267 0-035 0.1% 117-102
Low 117-050 117-177 0-127 0.3% 116-085
Close 117-212 117-212 0-000 0.0% 116-202
Range 0-182 0-090 -0-092 -50.5% 1-017
ATR 0-175 0-169 -0-006 -3.5% 0-000
Volume 302,675 449,035 146,360 48.4% 1,480,257
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 118-169 118-120 117-262
R3 118-079 118-030 117-237
R2 117-309 117-309 117-228
R1 117-260 117-260 117-220 117-284
PP 117-219 117-219 117-219 117-231
S1 117-170 117-170 117-204 117-194
S2 117-129 117-129 117-196
S3 117-039 117-080 117-187
S4 116-269 116-310 117-162
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
5 117-267 116-085 1-182 1.3% 0-157 0.4% 89% True False 357,576
10 117-267 116-085 1-182 1.3% 0-144 0.4% 89% True False 319,205
20 118-047 116-085 1-282 1.6% 0-168 0.4% 74% False False 314,198
40 119-025 116-085 2-260 2.4% 0-160 0.4% 50% False False 285,640
60 119-152 116-020 3-132 2.9% 0-193 0.5% 47% False False 287,375
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 0-034
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 119-010
2.618 118-183
1.618 118-093
1.000 118-037
0.618 118-003
HIGH 117-267
0.618 117-233
0.500 117-222
0.382 117-211
LOW 117-177
0.618 117-121
1.000 117-087
1.618 117-031
2.618 116-261
4.250 116-114
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 117-222 117-185
PP 117-219 117-158
S1 117-215 117-131

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

View Archives - Comment on this page... - Back to Index of Symbols