ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 114-315 115-242 0-247 0.7% 114-150
High 115-185 115-265 0-080 0.2% 115-265
Low 114-315 115-222 0-227 0.6% 114-150
Close 115-185 115-255 0-070 0.2% 115-255
Range 0-190 0-043 -0-147 -77.4% 1-115
ATR 0-165 0-159 -0-006 -3.7% 0-000
Volume 3,659 1,078 -2,581 -70.5% 15,889
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 116-056 116-039 115-279
R3 116-013 115-316 115-267
R2 115-290 115-290 115-263
R1 115-273 115-273 115-259 115-282
PP 115-247 115-247 115-247 115-252
S1 115-230 115-230 115-251 115-238
S2 115-204 115-204 115-247
S3 115-161 115-187 115-243
S4 115-118 115-144 115-231
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-142 118-313 116-174
R3 118-027 117-198 116-055
R2 116-232 116-232 116-015
R1 116-083 116-083 115-295 116-158
PP 115-117 115-117 115-117 115-154
S1 114-288 114-288 115-215 115-042
S2 114-002 114-002 115-175
S3 112-207 113-173 115-135
S4 111-092 112-058 115-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-265 114-150 1-115 1.2% 0-119 0.3% 98% True False 3,177
10 115-265 114-072 1-193 1.4% 0-120 0.3% 98% True False 6,057
20 116-135 113-265 2-190 2.2% 0-155 0.4% 76% False False 29,509
40 117-267 113-265 4-002 3.5% 0-160 0.4% 49% False False 213,905
60 118-282 113-265 5-017 4.4% 0-165 0.4% 39% False False 233,289
80 119-152 113-265 5-207 4.9% 0-179 0.5% 35% False False 255,765
100 119-152 113-265 5-207 4.9% 0-183 0.5% 35% False False 226,431
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 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-128
2.618 116-058
1.618 116-015
1.000 115-308
0.618 115-292
HIGH 115-265
0.618 115-249
0.500 115-244
0.382 115-238
LOW 115-222
0.618 115-195
1.000 115-179
1.618 115-152
2.618 115-109
4.250 115-039
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 115-251 115-206
PP 115-247 115-157
S1 115-244 115-108

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

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