ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	118-105	118-000	-0-105	-0.3%	117-150
High	118-120	118-025	-0-095	-0.3%	118-142
Low	117-302	117-090	-0-212	-0.6%	117-090
Close	118-015	117-145	-0-190	-0.5%	117-145
Range	0-138	0-255	0-117	84.8%	1-052
ATR	0-179	0-184	0-005	3.0%	0-000
Volume	274,492	224,048	-50,444	-18.4%	1,099,260

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-318	119-167	117-285
R3	119-063	118-232	117-215
R2	118-128	118-128	117-192
R1	117-297	117-297	117-168	117-245
PP	117-193	117-193	117-193	117-168
S1	117-042	117-042	117-122	116-310
S2	116-258	116-258	117-098
S3	116-003	116-107	117-075
S4	115-068	115-172	117-005

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-068	120-159	118-030
R3	120-016	119-107	117-247
R2	118-284	118-284	117-213
R1	118-055	118-055	117-179	117-304
PP	117-232	117-232	117-232	117-197
S1	117-003	117-003	117-111	116-252
S2	116-180	116-180	117-077
S3	115-128	115-271	117-043
S4	114-076	114-219	116-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-142	117-090	1-052	1.0%	0-179	0.5%	15%	False	True	219,852
10	118-142	117-090	1-052	1.0%	0-164	0.4%	15%	False	True	234,228
20	118-295	117-090	1-205	1.4%	0-153	0.4%	10%	False	True	246,594
40	119-152	116-020	3-132	2.9%	0-204	0.5%	41%	False	False	278,971

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	121-149
2.618	120-053
1.618	119-118
1.000	118-280
0.618	118-183
HIGH	118-025
0.618	117-248
0.500	117-218
0.382	117-187
LOW	117-090
0.618	116-252
1.000	116-155
1.618	115-317
2.618	115-062
4.250	113-286

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	117-218	117-276
PP	117-193	117-232
S1	117-169	117-189

Download as Excel Spreadsheet

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

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