ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 116-300 116-240 -0-060 -0.2% 117-250
High 117-150 117-030 -0-120 -0.3% 117-250
Low 116-300 116-220 -0-080 -0.2% 116-220
Close 117-010 116-240 -0-090 -0.2% 116-270
Range 0-170 0-130 -0-040 -23.5% 1-030
ATR
Volume 109 303 194 178.0% 49
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 118-020 117-260 116-312
R3 117-210 117-130 116-276
R2 117-080 117-080 116-264
R1 117-000 117-000 116-252 116-305
PP 116-270 116-270 116-270 116-262
S1 116-190 116-190 116-228 116-175
S2 116-140 116-140 116-216
S3 116-010 116-060 116-204
S4 115-200 115-250 116-168
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-123 119-227 117-142
R3 119-093 118-197 117-046
R2 118-063 118-063 117-014
R1 117-167 117-167 116-302 117-100
PP 117-033 117-033 117-033 117-000
S1 116-137 116-137 116-238 116-070
S2 116-003 116-003 116-206
S3 114-293 115-107 116-174
S4 113-263 114-077 116-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 116-220 0-250 0.7% 0-080 0.2% 8% False True 149
10 117-250 116-220 1-030 0.9% 0-072 0.2% 6% False True 132
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-262
2.618 118-050
1.618 117-240
1.000 117-160
0.618 117-110
HIGH 117-030
0.618 116-300
0.500 116-285
0.382 116-270
LOW 116-220
0.618 116-140
1.000 116-090
1.618 116-010
2.618 115-200
4.250 114-308
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 116-285 117-025
PP 116-270 116-310
S1 116-255 116-275

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

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