ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 115-235 115-285 0-050 0.1% 116-235
High 115-297 116-082 0-105 0.3% 116-307
Low 115-182 115-257 0-075 0.2% 115-192
Close 115-255 116-035 0-100 0.3% 116-135
Range 0-115 0-145 0-030 26.1% 1-115
ATR 0-182 0-180 -0-003 -1.4% 0-000
Volume 81,109 69,433 -11,676 -14.4% 2,574,769
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-133 117-069 116-115
R3 116-308 116-244 116-075
R2 116-163 116-163 116-062
R1 116-099 116-099 116-048 116-131
PP 116-018 116-018 116-018 116-034
S1 115-274 115-274 116-022 115-306
S2 115-193 115-193 116-008
S3 115-048 115-129 115-315
S4 114-223 114-304 115-275
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
5 116-162 115-182 0-300 0.8% 0-178 0.5% 58% False False 380,692
10 117-185 115-182 2-003 1.7% 0-196 0.5% 27% False False 434,017
20 117-267 115-182 2-085 2.0% 0-175 0.5% 24% False False 375,909
40 118-142 115-182 2-280 2.5% 0-168 0.5% 19% False False 322,995
60 119-152 115-182 3-290 3.4% 0-182 0.5% 14% False False 319,155
80 119-152 115-182 3-290 3.4% 0-189 0.5% 14% False False 280,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-058
2.618 117-142
1.618 116-317
1.000 116-227
0.618 116-172
HIGH 116-082
0.618 116-027
0.500 116-010
0.382 115-312
LOW 115-257
0.618 115-167
1.000 115-112
1.618 115-022
2.618 114-197
4.250 113-281
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 116-026 116-023
PP 116-018 116-011
S1 116-010 115-318

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

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