ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 113-287 114-202 0-235 0.6% 113-135
High 114-220 114-300 0-080 0.2% 114-300
Low 113-220 114-122 0-222 0.6% 113-110
Close 114-190 114-267 0-077 0.2% 114-267
Range 1-000 0-178 -0-142 -44.4% 1-190
ATR 0-208 0-205 -0-002 -1.0% 0-000
Volume 413,643 328,580 -85,063 -20.6% 1,554,497
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 116-124 116-053 115-045
R3 115-266 115-195 114-316
R2 115-088 115-088 114-300
R1 115-017 115-017 114-283 115-052
PP 114-230 114-230 114-230 114-247
S1 114-159 114-159 114-251 114-194
S2 114-052 114-052 114-234
S3 113-194 113-301 114-218
S4 113-016 113-123 114-169
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-049 118-188 115-228
R3 117-179 116-318 115-087
R2 115-309 115-309 115-040
R1 115-128 115-128 114-314 115-218
PP 114-119 114-119 114-119 114-164
S1 113-258 113-258 114-220 114-028
S2 112-249 112-249 114-174
S3 111-059 112-068 114-127
S4 109-189 110-198 113-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-300 113-110 1-190 1.4% 0-211 0.6% 94% True False 310,899
10 114-300 113-010 1-290 1.7% 0-205 0.6% 95% True False 332,557
20 115-140 112-125 3-015 2.7% 0-219 0.6% 80% False False 373,639
40 117-030 112-125 4-225 4.1% 0-185 0.5% 52% False False 221,873
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 0-060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-096
2.618 116-126
1.618 115-268
1.000 115-158
0.618 115-090
HIGH 114-300
0.618 114-232
0.500 114-211
0.382 114-190
LOW 114-122
0.618 114-012
1.000 113-264
1.618 113-154
2.618 112-296
4.250 112-006
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 114-248 114-211
PP 114-230 114-156
S1 114-211 114-100

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

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