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

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

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