ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	113-292	114-005	0-033	0.1%	113-130
High	114-035	114-150	0-115	0.3%	114-095
Low	113-215	113-242	0-027	0.1%	113-010
Close	114-005	113-310	-0-015	0.0%	113-132
Range	0-140	0-228	0-088	62.9%	1-085
ATR	0-197	0-199	0-002	1.1%	0-000
Volume	245,809	296,979	51,170	20.8%	1,771,080

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-065	115-255	114-115
R3	115-157	115-027	114-053
R2	114-249	114-249	114-032
R1	114-119	114-119	114-011	114-070
PP	114-021	114-021	114-021	113-316
S1	113-211	113-211	113-289	113-162
S2	113-113	113-113	113-268
S3	112-205	112-303	113-247
S4	111-297	112-075	113-185

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	114-150	113-010	1-140	1.3%	0-203	0.6%	65%	True	False	335,585
10	114-150	112-130	2-020	1.8%	0-199	0.5%	76%	True	False	332,207
20	115-180	112-125	3-055	2.8%	0-212	0.6%	50%	False	False	372,288
40	117-030	112-125	4-225	4.1%	0-179	0.5%	34%	False	False	203,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-059
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-159
2.618	116-107
1.618	115-199
1.000	115-058
0.618	114-291
HIGH	114-150
0.618	114-063
0.500	114-036
0.382	114-009
LOW	113-242
0.618	113-101
1.000	113-014
1.618	112-193
2.618	111-285
4.250	110-233

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	114-036	113-303
PP	114-021	113-297
S1	114-005	113-290

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