ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 115-107 114-315 -0-112 -0.3% 114-270
High 115-125 115-185 0-060 0.2% 115-080
Low 114-272 114-315 0-043 0.1% 114-072
Close 114-315 115-185 0-190 0.5% 114-157
Range 0-173 0-190 0-017 9.8% 1-008
ATR 0-163 0-165 0-002 1.2% 0-000
Volume 3,732 3,659 -73 -2.0% 44,684
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-052 116-308 115-290
R3 116-182 116-118 115-237
R2 115-312 115-312 115-220
R1 115-248 115-248 115-202 115-280
PP 115-122 115-122 115-122 115-138
S1 115-058 115-058 115-168 115-090
S2 114-252 114-252 115-150
S3 114-062 114-188 115-133
S4 113-192 113-318 115-080
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-234 117-043 115-017
R3 116-226 116-035 114-247
R2 115-218 115-218 114-217
R1 115-027 115-027 114-187 114-278
PP 114-210 114-210 114-210 114-175
S1 114-019 114-019 114-127 113-270
S2 113-202 113-202 114-097
S3 112-194 113-011 114-067
S4 111-186 112-003 113-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-185 114-077 1-108 1.2% 0-126 0.3% 100% True False 4,454
10 115-185 114-072 1-113 1.2% 0-126 0.3% 100% True False 6,535
20 116-162 113-265 2-217 2.3% 0-162 0.4% 65% False False 65,376
40 117-267 113-265 4-002 3.5% 0-162 0.4% 44% False False 222,261
60 118-295 113-265 5-030 4.4% 0-166 0.4% 34% False False 237,448
80 119-152 113-265 5-207 4.9% 0-180 0.5% 31% False False 260,392
100 119-152 113-265 5-207 4.9% 0-182 0.5% 31% False False 226,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-032
2.618 117-042
1.618 116-172
1.000 116-055
0.618 115-302
HIGH 115-185
0.618 115-112
0.500 115-090
0.382 115-068
LOW 114-315
0.618 114-198
1.000 114-125
1.618 114-008
2.618 113-138
4.250 112-148
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 115-153 115-146
PP 115-122 115-107
S1 115-090 115-068

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

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