ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 117-232 117-187 -0-045 -0.1% 116-225
High 117-245 117-220 -0-025 -0.1% 117-267
Low 117-150 116-315 -0-155 -0.4% 116-220
Close 117-192 117-042 -0-150 -0.4% 117-192
Range 0-095 0-225 0-130 136.8% 1-047
ATR 0-163 0-168 0-004 2.7% 0-000
Volume 271,356 221,623 -49,733 -18.3% 1,591,051
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 119-121 118-306 117-166
R3 118-216 118-081 117-104
R2 117-311 117-311 117-083
R1 117-176 117-176 117-063 117-131
PP 117-086 117-086 117-086 117-063
S1 116-271 116-271 117-021 116-226
S2 116-181 116-181 117-001
S3 115-276 116-046 116-300
S4 115-051 115-141 116-238
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 120-261 120-113 118-074
R3 119-214 119-066 117-293
R2 118-167 118-167 117-259
R1 118-019 118-019 117-226 118-093
PP 117-120 117-120 117-120 117-156
S1 116-292 116-292 117-158 117-046
S2 116-073 116-073 117-125
S3 115-026 115-245 117-091
S4 113-299 114-198 116-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-267 116-315 0-272 0.7% 0-147 0.4% 17% False True 299,515
10 117-267 116-085 1-182 1.3% 0-157 0.4% 55% False False 307,555
20 118-047 116-085 1-282 1.6% 0-162 0.4% 46% False False 311,903
40 118-295 116-085 2-210 2.3% 0-160 0.4% 33% False False 278,464
60 119-152 116-020 3-132 2.9% 0-190 0.5% 31% False False 293,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 120-216
2.618 119-169
1.618 118-264
1.000 118-125
0.618 118-039
HIGH 117-220
0.618 117-134
0.500 117-108
0.382 117-081
LOW 116-315
0.618 116-176
1.000 116-090
1.618 115-271
2.618 115-046
4.250 113-319
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 117-108 117-131
PP 117-086 117-101
S1 117-064 117-072

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

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