ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 115-290 116-015 0-045 0.1% 116-235
High 116-057 116-162 0-105 0.3% 116-307
Low 115-192 115-310 0-118 0.3% 115-192
Close 115-277 116-135 0-178 0.5% 116-135
Range 0-185 0-172 -0-013 -7.0% 1-115
ATR 0-179 0-181 0-002 1.0% 0-000
Volume 824,148 718,408 -105,740 -12.8% 2,574,769
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 117-292 117-225 116-230
R3 117-120 117-053 116-182
R2 116-268 116-268 116-167
R1 116-201 116-201 116-151 116-234
PP 116-096 116-096 116-096 116-112
S1 116-029 116-029 116-119 116-062
S2 115-244 115-244 116-103
S3 115-072 115-177 116-088
S4 114-220 115-005 116-040
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 120-130 119-247 117-054
R3 119-015 118-132 116-255
R2 117-220 117-220 116-215
R1 117-017 117-017 116-175 116-221
PP 116-105 116-105 116-105 116-046
S1 115-222 115-222 116-095 115-106
S2 114-310 114-310 116-055
S3 113-195 114-107 116-015
S4 112-080 112-312 115-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-037 115-192 1-165 1.3% 0-196 0.5% 54% False False 638,645
10 117-245 115-192 2-053 1.9% 0-183 0.5% 38% False False 477,397
20 117-267 115-192 2-075 1.9% 0-164 0.4% 37% False False 398,301
40 118-282 115-192 3-090 2.8% 0-170 0.5% 25% False False 335,179
60 119-152 115-192 3-280 3.3% 0-187 0.5% 21% False False 331,184
80 119-152 115-192 3-280 3.3% 0-190 0.5% 21% False False 275,661
Crabel Price Patterns
NR True
NR4 True
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 0-050
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-253
2.618 117-292
1.618 117-120
1.000 117-014
0.618 116-268
HIGH 116-162
0.618 116-096
0.500 116-076
0.382 116-056
LOW 115-310
0.618 115-204
1.000 115-138
1.618 115-032
2.618 114-180
4.250 113-219
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 116-115 116-096
PP 116-096 116-056
S1 116-076 116-017

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

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