ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 117-015 117-132 0-117 0.3% 116-225
High 117-170 117-185 0-015 0.0% 117-267
Low 116-302 116-247 -0-055 -0.1% 116-220
Close 117-130 116-302 -0-148 -0.4% 117-192
Range 0-188 0-258 0-070 37.2% 1-047
ATR 0-164 0-171 0-007 4.1% 0-000
Volume 375,790 410,250 34,460 9.2% 1,591,051
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 119-165 119-012 117-124
R3 118-227 118-074 117-053
R2 117-289 117-289 117-029
R1 117-136 117-136 117-006 117-084
PP 117-031 117-031 117-031 117-005
S1 116-198 116-198 116-278 116-146
S2 116-093 116-093 116-255
S3 115-155 115-260 116-231
S4 114-217 115-002 116-160
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
5 117-245 116-247 0-318 0.8% 0-171 0.5% 17% False True 316,148
10 117-267 116-085 1-182 1.3% 0-164 0.4% 43% False False 336,862
20 118-007 116-085 1-242 1.5% 0-167 0.4% 39% False False 322,291
40 118-295 116-085 2-210 2.3% 0-163 0.4% 26% False False 289,809
60 119-152 116-020 3-132 2.9% 0-188 0.5% 26% False False 306,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 121-002
2.618 119-220
1.618 118-282
1.000 118-123
0.618 118-024
HIGH 117-185
0.618 117-086
0.500 117-056
0.382 117-026
LOW 116-247
0.618 116-088
1.000 115-309
1.618 115-150
2.618 114-212
4.250 113-110
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 117-056 117-056
PP 117-031 117-031
S1 117-007 117-007

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

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