ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 116-280 116-090 -0-190 -0.5% 116-070
High 116-300 116-120 -0-180 -0.5% 117-030
Low 116-080 116-030 -0-050 -0.1% 116-060
Close 116-130 116-100 -0-030 -0.1% 116-280
Range 0-220 0-090 -0-130 -59.1% 0-290
ATR 0-141 0-138 -0-003 -2.1% 0-000
Volume 3,684 16,679 12,995 352.7% 12,046
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 117-033 116-317 116-150
R3 116-263 116-227 116-125
R2 116-173 116-173 116-116
R1 116-137 116-137 116-108 116-155
PP 116-083 116-083 116-083 116-092
S1 116-047 116-047 116-092 116-065
S2 115-313 115-313 116-084
S3 115-223 115-277 116-075
S4 115-133 115-187 116-050
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 119-140 119-020 117-120
R3 118-170 118-050 117-040
R2 117-200 117-200 117-013
R1 117-080 117-080 116-307 117-140
PP 116-230 116-230 116-230 116-260
S1 116-110 116-110 116-253 116-170
S2 115-260 115-260 116-227
S3 114-290 115-140 116-200
S4 114-000 114-170 116-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-030 116-030 1-000 0.9% 0-132 0.4% 22% False True 5,709
10 117-030 115-190 1-160 1.3% 0-132 0.4% 48% False False 4,095
20 117-070 115-190 1-200 1.4% 0-123 0.3% 44% False False 2,250
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
4.250 117-182
2.618 117-036
1.618 116-266
1.000 116-210
0.618 116-176
HIGH 116-120
0.618 116-086
0.500 116-075
0.382 116-064
LOW 116-030
0.618 115-294
1.000 115-260
1.618 115-204
2.618 115-114
4.250 114-288
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 116-092 116-180
PP 116-083 116-153
S1 116-075 116-127

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

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