ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 116-067 115-290 -0-097 -0.3% 117-187
High 116-152 116-057 -0-095 -0.3% 117-220
Low 115-245 115-192 -0-053 -0.1% 116-202
Close 115-307 115-277 -0-030 -0.1% 116-220
Range 0-227 0-185 -0-042 -18.5% 1-018
ATR 0-179 0-179 0-000 0.3% 0-000
Volume 623,812 824,148 200,336 32.1% 1,927,845
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 117-197 117-102 116-059
R3 117-012 116-237 116-008
R2 116-147 116-147 115-311
R1 116-052 116-052 115-294 116-007
PP 115-282 115-282 115-282 115-260
S1 115-187 115-187 115-260 115-142
S2 115-097 115-097 115-243
S3 114-232 115-002 115-226
S4 114-047 114-137 115-175
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
5 117-185 115-192 1-313 1.7% 0-213 0.6% 13% False True 577,013
10 117-267 115-192 2-075 1.9% 0-175 0.5% 12% False True 450,459
20 117-267 115-192 2-075 1.9% 0-162 0.4% 12% False True 379,146
40 118-295 115-192 3-103 2.9% 0-168 0.5% 8% False True 323,484
60 119-152 115-192 3-280 3.3% 0-186 0.5% 7% False True 325,397
80 119-152 115-192 3-280 3.3% 0-188 0.5% 7% False True 266,682
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 0-049
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-203
2.618 117-221
1.618 117-036
1.000 116-242
0.618 116-171
HIGH 116-057
0.618 115-306
0.500 115-284
0.382 115-263
LOW 115-192
0.618 115-078
1.000 115-007
1.618 114-213
2.618 114-028
4.250 113-046
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 115-284 116-090
PP 115-282 116-045
S1 115-280 116-001

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

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