ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 116-090 116-080 -0-010 0.0% 116-070
High 116-120 116-260 0-140 0.4% 117-030
Low 116-030 116-070 0-040 0.1% 116-060
Close 116-100 116-220 0-120 0.3% 116-280
Range 0-090 0-190 0-100 111.1% 0-290
ATR 0-138 0-142 0-004 2.7% 0-000
Volume 16,679 35,603 18,924 113.5% 12,046
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 118-113 118-037 117-004
R3 117-243 117-167 116-272
R2 117-053 117-053 116-255
R1 116-297 116-297 116-237 117-015
PP 116-183 116-183 116-183 116-202
S1 116-107 116-107 116-203 116-145
S2 115-313 115-313 116-185
S3 115-123 115-237 116-168
S4 114-253 115-047 116-116
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% 0-134 0.4% 59% False False 12,421
10 117-030 115-190 1-160 1.3% 0-137 0.4% 73% False False 7,390
20 117-070 115-190 1-200 1.4% 0-126 0.3% 67% False False 4,015
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-108
2.618 118-117
1.618 117-247
1.000 117-130
0.618 117-057
HIGH 116-260
0.618 116-187
0.500 116-165
0.382 116-143
LOW 116-070
0.618 115-273
1.000 115-200
1.618 115-083
2.618 114-213
4.250 113-222
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 116-202 116-202
PP 116-183 116-183
S1 116-165 116-165

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

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