ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 116-235 116-067 -0-168 -0.4% 117-187
High 116-307 116-152 -0-155 -0.4% 117-220
Low 116-065 115-245 -0-140 -0.4% 116-202
Close 116-142 115-307 -0-155 -0.4% 116-220
Range 0-242 0-227 -0-015 -6.2% 1-018
ATR 0-175 0-179 0-004 2.1% 0-000
Volume 408,401 623,812 215,411 52.7% 1,927,845
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 118-062 117-252 116-112
R3 117-155 117-025 116-049
R2 116-248 116-248 116-029
R1 116-118 116-118 116-008 116-070
PP 116-021 116-021 116-021 115-317
S1 115-211 115-211 115-286 115-162
S2 115-114 115-114 115-265
S3 114-207 114-304 115-245
S4 113-300 114-077 115-182
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 120-055 119-155 117-086
R3 119-037 118-137 116-313
R2 118-019 118-019 116-282
R1 117-119 117-119 116-251 117-060
PP 117-001 117-001 117-001 116-291
S1 116-101 116-101 116-189 116-042
S2 115-303 115-303 116-158
S3 114-285 115-083 116-127
S4 113-267 114-065 116-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-185 115-245 1-260 1.6% 0-214 0.6% 11% False True 487,342
10 117-267 115-245 2-022 1.8% 0-175 0.5% 9% False True 398,312
20 117-267 115-245 2-022 1.8% 0-172 0.5% 9% False True 358,017
40 118-295 115-245 3-050 2.7% 0-167 0.5% 6% False True 308,633
60 119-152 115-245 3-227 3.2% 0-188 0.5% 5% False True 317,431
80 119-152 115-245 3-227 3.2% 0-187 0.5% 5% False True 256,382
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 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-157
2.618 118-106
1.618 117-199
1.000 117-059
0.618 116-292
HIGH 116-152
0.618 116-065
0.500 116-038
0.382 116-012
LOW 115-245
0.618 115-105
1.000 115-018
1.618 114-198
2.618 113-291
4.250 112-240
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 116-038 116-141
PP 116-021 116-090
S1 116-004 116-038

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

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