ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 116-140 115-290 -0-170 -0.5% 117-000
High 116-180 116-040 -0-140 -0.4% 117-070
Low 116-040 115-230 -0-130 -0.3% 116-040
Close 116-130 115-290 -0-160 -0.4% 116-110
Range 0-140 0-130 -0-010 -7.1% 1-030
ATR 0-129 0-135 0-007 5.1% 0-000
Volume 2,652 1,505 -1,147 -43.3% 2,453
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 117-043 116-297 116-042
R3 116-233 116-167 116-006
R2 116-103 116-103 115-314
R1 116-037 116-037 115-302 116-035
PP 115-293 115-293 115-293 115-292
S1 115-227 115-227 115-278 115-225
S2 115-163 115-163 115-266
S3 115-033 115-097 115-254
S4 114-223 114-287 115-218
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
5 116-180 115-230 0-270 0.7% 0-102 0.3% 22% False True 1,162
10 117-070 115-230 1-160 1.3% 0-120 0.3% 13% False True 750
20 117-250 115-230 2-020 1.8% 0-098 0.3% 9% False True 460
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-272
2.618 117-060
1.618 116-250
1.000 116-170
0.618 116-120
HIGH 116-040
0.618 115-310
0.500 115-295
0.382 115-280
LOW 115-230
0.618 115-150
1.000 115-100
1.618 115-020
2.618 114-210
4.250 113-318
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 115-295 116-045
PP 115-293 116-020
S1 115-292 115-315

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

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