ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	121-080	121-075	-0-005	0.0%	120-255
High	121-160	121-290	0-130	0.3%	121-140
Low	120-275	120-305	0-030	0.1%	119-225
Close	121-095	121-235	0-140	0.4%	120-115
Range	0-205	0-305	0-100	48.8%	1-235
ATR	0-292	0-293	0-001	0.3%	0-000
Volume	499,495	574,302	74,807	15.0%	2,697,710

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-125	124-005	122-083
R3	123-140	123-020	121-319
R2	122-155	122-155	121-291
R1	122-035	122-035	121-263	122-095
PP	121-170	121-170	121-170	121-200
S1	121-050	121-050	121-207	121-110
S2	120-185	120-185	121-179
S3	119-200	120-065	121-151
S4	118-215	119-080	121-067

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-225	124-245	121-100
R3	123-310	123-010	120-268
R2	122-075	122-075	120-217
R1	121-095	121-095	120-166	120-288
PP	120-160	120-160	120-160	120-096
S1	119-180	119-180	120-064	119-052
S2	118-245	118-245	120-013
S3	117-010	117-265	119-282
S4	115-095	116-030	119-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-290	119-225	2-065	1.8%	0-301	0.8%	92%	True	False	644,793
10	121-290	119-225	2-065	1.8%	0-255	0.7%	92%	True	False	586,252
20	123-250	119-225	4-025	3.4%	0-283	0.7%	50%	False	False	587,957
40	126-040	119-225	6-135	5.3%	0-316	0.8%	32%	False	False	583,392
60	126-040	119-090	6-270	5.6%	1-022	0.9%	36%	False	False	552,745
80	126-040	119-060	6-300	5.7%	1-034	0.9%	37%	False	False	415,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-068
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-306
2.618	124-128
1.618	123-143
1.000	122-275
0.618	122-158
HIGH	121-290
0.618	121-173
0.500	121-138
0.382	121-102
LOW	120-305
0.618	120-117
1.000	120-000
1.618	119-132
2.618	118-147
4.250	116-289

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	121-202	121-173
PP	121-170	121-112
S1	121-138	121-050

Download as Excel Spreadsheet

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

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