ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 01-May-2009

Day Change Summary
	Previous	Current
	30-Apr-2009	01-May-2009	Change	Change %	Previous Week
Open	116-110	116-090	-0-020	-0.1%	117-000
High	116-130	116-130	0-000	0.0%	117-070
Low	116-040	116-070	0-030	0.1%	116-040
Close	116-130	116-110	-0-020	-0.1%	116-110
Range	0-090	0-060	-0-030	-33.3%	1-030
ATR	0-139	0-134	-0-006	-4.1%	0-000
Volume	342	1,012	670	195.9%	2,453

Daily Pivots for day following 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-283	116-257	116-143
R3	116-223	116-197	116-126
R2	116-163	116-163	116-121
R1	116-137	116-137	116-116	116-150
PP	116-103	116-103	116-103	116-110
S1	116-077	116-077	116-104	116-090
S2	116-043	116-043	116-099
S3	115-303	116-017	116-094
S4	115-243	115-277	116-077

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-270	119-060	116-302
R3	118-240	118-030	116-206
R2	117-210	117-210	116-174
R1	117-000	117-000	116-142	116-250
PP	116-180	116-180	116-180	116-145
S1	115-290	115-290	116-078	115-220
S2	115-150	115-150	116-046
S3	114-120	114-260	116-014
S4	113-090	113-230	115-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-070	116-040	1-030	0.9%	0-124	0.3%	20%	False	False	490
10	117-150	116-040	1-110	1.2%	0-116	0.3%	16%	False	False	382

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-021
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	117-065
2.618	116-287
1.618	116-227
1.000	116-190
0.618	116-167
HIGH	116-130
0.618	116-107
0.500	116-100
0.382	116-093
LOW	116-070
0.618	116-033
1.000	116-010
1.618	115-293
2.618	115-233
4.250	115-135

Fisher Pivots for day following 01-May-2009
Pivot	1 day	3 day
R1	116-107	116-145
PP	116-103	116-133
S1	116-100	116-122

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols