ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	120-215	120-190	-0-025	-0.1%	120-135
High	120-245	121-065	0-140	0.4%	122-020
Low	120-105	120-120	0-015	0.0%	120-130
Close	120-210	120-305	0-095	0.2%	121-165
Range	0-140	0-265	0-125	89.3%	1-210
ATR	0-279	0-278	-0-001	-0.4%	0-000
Volume	556,584	645,954	89,370	16.1%	2,929,947

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-105	122-310	121-131
R3	122-160	122-045	121-058
R2	121-215	121-215	121-034
R1	121-100	121-100	121-009	121-158
PP	120-270	120-270	120-270	120-299
S1	120-155	120-155	120-281	120-212
S2	120-005	120-005	120-256
S3	119-060	119-210	120-232
S4	118-115	118-265	120-159

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	120-105	1-235	1.4%	0-240	0.6%	36%	False	False	582,237
10	122-020	119-225	2-115	2.0%	0-270	0.7%	53%	False	False	613,515
20	122-225	119-225	3-000	2.5%	0-263	0.7%	42%	False	False	593,345
40	124-180	119-225	4-275	4.0%	0-277	0.7%	26%	False	False	568,277
60	126-040	119-090	6-270	5.7%	1-007	0.8%	24%	False	False	594,904
80	126-040	119-060	6-300	5.7%	1-023	0.9%	25%	False	False	452,110

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-231
2.618	123-119
1.618	122-174
1.000	122-010
0.618	121-229
HIGH	121-065
0.618	120-284
0.500	120-252
0.382	120-221
LOW	120-120
0.618	119-276
1.000	119-175
1.618	119-011
2.618	118-066
4.250	116-274

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	120-288	121-012
PP	120-270	121-003
S1	120-252	120-314

Download as Excel Spreadsheet

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

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