ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	121-225	122-090	0-185	0.5%	122-070
High	122-110	122-225	0-115	0.3%	123-150
Low	121-210	121-170	-0-040	-0.1%	121-130
Close	122-095	121-215	-0-200	-0.5%	121-175
Range	0-220	1-055	0-155	70.5%	2-020
ATR	0-308	0-312	0-005	1.6%	0-000
Volume	485,529	609,303	123,774	25.5%	3,086,832

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-155	124-240	122-101
R3	124-100	123-185	121-318
R2	123-045	123-045	121-284
R1	122-130	122-130	121-249	122-060
PP	121-310	121-310	121-310	121-275
S1	121-075	121-075	121-181	121-005
S2	120-255	120-255	121-146
S3	119-200	120-020	121-112
S4	118-145	118-285	121-009

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-105	127-000	122-218
R3	126-085	124-300	122-036
R2	124-065	124-065	121-296
R1	122-280	122-280	121-236	122-162
PP	122-045	122-045	122-045	121-306
S1	120-260	120-260	121-114	120-142
S2	120-025	120-025	121-054
S3	118-005	118-240	120-314
S4	115-305	116-220	120-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-225	121-130	1-095	1.1%	0-260	0.7%	20%	True	False	619,267
10	123-275	121-130	2-145	2.0%	0-284	0.7%	11%	False	False	569,184
20	124-180	121-130	3-050	2.6%	0-281	0.7%	8%	False	False	536,505
40	126-040	120-010	6-030	5.0%	1-024	0.9%	27%	False	False	609,786
60	126-040	119-060	6-300	5.7%	1-040	0.9%	36%	False	False	444,894
80	126-040	119-060	6-300	5.7%	1-044	0.9%	36%	False	False	333,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	127-219
2.618	125-247
1.618	124-192
1.000	123-280
0.618	123-137
HIGH	122-225
0.618	122-082
0.500	122-038
0.382	121-313
LOW	121-170
0.618	120-258
1.000	120-115
1.618	119-203
2.618	118-148
4.250	116-176

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	122-038	122-018
PP	121-310	121-297
S1	121-262	121-256

Download as Excel Spreadsheet

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

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