ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	114-110	112-267	-1-163	-1.3%	115-102
High	114-137	113-025	-1-112	-1.2%	115-140
Low	112-307	112-125	-0-182	-0.5%	112-307
Close	112-315	112-190	-0-125	-0.3%	112-315
Range	1-150	0-220	-0-250	-53.2%	2-153
ATR	0-203	0-204	0-001	0.6%	0-000
Volume	350,833	585,682	234,849	66.9%	2,055,472

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-240	114-115	112-311
R3	114-020	113-215	112-250
R2	113-120	113-120	112-230
R1	112-315	112-315	112-210	112-268
PP	112-220	112-220	112-220	112-196
S1	112-095	112-095	112-170	112-048
S2	112-000	112-000	112-150
S3	111-100	111-195	112-130
S4	110-200	110-295	112-069

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-073	119-187	114-111
R3	118-240	117-034	113-213
R2	116-087	116-087	113-140
R1	114-201	114-201	113-068	114-068
PP	113-254	113-254	113-254	113-187
S1	112-048	112-048	112-242	111-234
S2	111-101	111-101	112-170
S3	108-268	109-215	112-097
S4	106-115	107-062	111-199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-057	112-125	2-252	2.5%	0-246	0.7%	7%	False	True	437,678
10	116-050	112-125	3-245	3.3%	0-239	0.7%	5%	False	True	373,659
20	117-030	112-125	4-225	4.2%	0-196	0.5%	4%	False	True	201,655
40	117-250	112-125	5-125	4.8%	0-148	0.4%	4%	False	True	101,155

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	0-043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-000
2.618	114-281
1.618	114-061
1.000	113-245
0.618	113-161
HIGH	113-025
0.618	112-261
0.500	112-235
0.382	112-209
LOW	112-125
0.618	111-309
1.000	111-225
1.618	111-089
2.618	110-189
4.250	109-150

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	112-235	113-235
PP	112-220	113-113
S1	112-205	112-312

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