ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 113-135 113-292 0-157 0.4% 113-130
High 113-300 114-035 0-055 0.2% 114-095
Low 113-110 113-215 0-105 0.3% 113-010
Close 113-280 114-005 0-045 0.1% 113-132
Range 0-190 0-140 -0-050 -26.3% 1-085
ATR 0-201 0-197 -0-004 -2.2% 0-000
Volume 269,486 245,809 -23,677 -8.8% 1,771,080
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-078 115-022 114-082
R3 114-258 114-202 114-044
R2 114-118 114-118 114-031
R1 114-062 114-062 114-018 114-090
PP 113-298 113-298 113-298 113-312
S1 113-242 113-242 113-312 113-270
S2 113-158 113-158 113-299
S3 113-018 113-102 113-286
S4 112-198 112-282 113-248
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-121 116-211 114-035
R3 116-036 115-126 113-243
R2 114-271 114-271 113-206
R1 114-041 114-041 113-169 114-156
PP 113-186 113-186 113-186 113-243
S1 112-276 112-276 113-095 113-071
S2 112-101 112-101 113-058
S3 111-016 111-191 113-021
S4 109-251 110-106 112-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-095 113-010 1-085 1.1% 0-199 0.5% 78% False False 338,913
10 114-095 112-130 1-285 1.7% 0-193 0.5% 85% False False 339,730
20 115-180 112-125 3-055 2.8% 0-213 0.6% 51% False False 369,665
40 117-070 112-125 4-265 4.2% 0-179 0.5% 34% False False 195,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-051
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115-310
2.618 115-082
1.618 114-262
1.000 114-175
0.618 114-122
HIGH 114-035
0.618 113-302
0.500 113-285
0.382 113-268
LOW 113-215
0.618 113-128
1.000 113-075
1.618 112-308
2.618 112-168
4.250 111-260
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 113-312 113-278
PP 113-298 113-230
S1 113-285 113-182

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

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