ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	117-235	118-115	0-200	0.5%	119-050
High	118-240	118-145	-0-095	-0.3%	119-185
Low	117-200	116-280	-0-240	-0.6%	116-300
Close	118-200	117-015	-1-185	-1.3%	118-200
Range	1-040	1-185	0-145	40.3%	2-205
ATR	1-009	1-025	0-017	5.0%	0-000
Volume	1,469,628	319,268	-1,150,360	-78.3%	4,635,762

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-062	121-063	117-293
R3	120-197	119-198	117-154
R2	119-012	119-012	117-108
R1	118-013	118-013	117-061	117-240
PP	117-147	117-147	117-147	117-100
S1	116-148	116-148	116-289	116-055
S2	115-282	115-282	116-242
S3	114-097	114-283	116-196
S4	112-232	113-098	116-057

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-097	125-033	120-025
R3	123-212	122-148	119-112
R2	121-007	121-007	119-035
R1	119-263	119-263	118-277	119-032
PP	118-122	118-122	118-122	118-006
S1	117-058	117-058	118-123	116-148
S2	115-237	115-237	118-045
S3	113-032	114-173	117-288
S4	110-147	111-288	117-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-185	116-280	2-225	2.3%	1-104	1.1%	6%	False	True	991,006
10	121-240	116-280	4-280	4.2%	1-057	1.0%	4%	False	True	848,583
20	122-020	116-280	5-060	4.4%	0-315	0.8%	3%	False	True	705,674
40	123-275	116-280	6-315	6.0%	0-300	0.8%	2%	False	True	637,717
60	126-040	116-280	9-080	7.9%	1-007	0.9%	2%	False	True	643,127
80	126-040	116-280	9-080	7.9%	1-026	0.9%	2%	False	True	536,168
100	126-040	116-280	9-080	7.9%	1-033	0.9%	2%	False	True	429,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-088
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-051
2.618	122-187
1.618	121-002
1.000	120-010
0.618	119-137
HIGH	118-145
0.618	117-272
0.500	117-212
0.382	117-153
LOW	116-280
0.618	115-288
1.000	115-095
1.618	114-103
2.618	112-238
4.250	110-054

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	117-212	117-260
PP	117-147	117-178
S1	117-081	117-097

Download as Excel Spreadsheet

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

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