ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	121-200	121-255	0-055	0.1%	120-135
High	122-020	121-295	-0-045	-0.1%	122-020
Low	121-155	121-060	-0-095	-0.2%	120-130
Close	121-215	121-165	-0-050	-0.1%	121-165
Range	0-185	0-235	0-050	27.0%	1-210
ATR	0-285	0-282	-0-004	-1.3%	0-000
Volume	649,050	528,079	-120,971	-18.6%	2,929,947

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-238	123-117	121-294
R3	123-003	122-202	121-230
R2	122-088	122-088	121-208
R1	121-287	121-287	121-187	121-230
PP	121-173	121-173	121-173	121-145
S1	121-052	121-052	121-143	120-315
S2	120-258	120-258	121-122
S3	120-023	120-137	121-100
S4	119-108	119-222	121-036

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-095	125-180	122-136
R3	124-205	123-290	121-311
R2	122-315	122-315	121-262
R1	122-080	122-080	121-214	122-198
PP	121-105	121-105	121-105	121-164
S1	120-190	120-190	121-116	120-308
S2	119-215	119-215	121-068
S3	118-005	118-300	121-019
S4	116-115	117-090	120-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-020	120-130	1-210	1.4%	0-248	0.6%	67%	False	False	585,989
10	122-020	119-225	2-115	1.9%	0-254	0.7%	77%	False	False	562,765
20	123-150	119-225	3-245	3.1%	0-272	0.7%	48%	False	False	595,392
40	124-310	119-225	5-085	4.3%	0-275	0.7%	34%	False	False	570,657
60	126-040	119-090	6-270	5.6%	1-014	0.9%	33%	False	False	570,850
80	126-040	119-060	6-300	5.7%	1-025	0.9%	34%	False	False	430,520

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	0-066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-014
2.618	123-270
1.618	123-035
1.000	122-210
0.618	122-120
HIGH	121-295
0.618	121-205
0.500	121-178
0.382	121-150
LOW	121-060
0.618	120-235
1.000	120-145
1.618	120-000
2.618	119-085
4.250	118-021

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	121-178	121-164
PP	121-173	121-163
S1	121-169	121-162

Download as Excel Spreadsheet

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

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