ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 116-070 116-120 0-050 0.1% 116-110
High 116-180 116-230 0-050 0.1% 116-180
Low 116-060 116-100 0-040 0.1% 115-190
Close 116-170 116-200 0-030 0.1% 115-280
Range 0-120 0-130 0-010 8.3% 0-310
ATR 0-141 0-141 -0-001 -0.6% 0-000
Volume 1,930 1,930 0 0.0% 9,185
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 117-247 117-193 116-272
R3 117-117 117-063 116-236
R2 116-307 116-307 116-224
R1 116-253 116-253 116-212 116-280
PP 116-177 116-177 116-177 116-190
S1 116-123 116-123 116-188 116-150
S2 116-047 116-047 116-176
S3 115-237 115-313 116-164
S4 115-107 115-183 116-128
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 118-293 118-117 116-130
R3 117-303 117-127 116-045
R2 116-313 116-313 116-017
R1 116-137 116-137 115-308 116-070
PP 116-003 116-003 116-003 115-290
S1 115-147 115-147 115-252 115-080
S2 115-013 115-013 115-223
S3 114-023 114-157 115-195
S4 113-033 113-167 115-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-230 115-190 1-040 1.0% 0-132 0.4% 92% True False 2,480
10 116-250 115-190 1-060 1.0% 0-115 0.3% 87% False False 1,465
20 117-250 115-190 2-060 1.9% 0-106 0.3% 47% False False 845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-142
2.618 117-250
1.618 117-120
1.000 117-040
0.618 116-310
HIGH 116-230
0.618 116-180
0.500 116-165
0.382 116-150
LOW 116-100
0.618 116-020
1.000 115-290
1.618 115-210
2.618 115-080
4.250 114-188
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 116-188 116-150
PP 116-177 116-100
S1 116-165 116-050

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

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