ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	117-080	117-130	0-050	0.1%	119-050
High	117-195	118-020	0-145	0.4%	119-185
Low	116-265	117-050	0-105	0.3%	116-300
Close	117-075	117-265	0-190	0.5%	118-200
Range	0-250	0-290	0-040	16.0%	2-205
ATR	1-018	1-015	-0-003	-1.0%	0-000
Volume	96,154	81,421	-14,733	-15.3%	4,635,762

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-128	120-007	118-104
R3	119-158	119-037	118-025
R2	118-188	118-188	117-318
R1	118-067	118-067	117-292	118-128
PP	117-218	117-218	117-218	117-249
S1	117-097	117-097	117-238	117-158
S2	116-248	116-248	117-212
S3	115-278	116-127	117-185
S4	114-308	115-157	117-106

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	118-240	116-265	1-295	1.6%	1-031	0.9%	52%	False	False	693,709
10	121-110	116-265	4-165	3.8%	1-060	1.0%	22%	False	False	757,530
20	122-020	116-265	5-075	4.4%	1-005	0.9%	19%	False	False	676,867
40	123-275	116-265	7-010	6.0%	0-296	0.8%	14%	False	False	608,179
60	126-040	116-265	9-095	7.9%	1-006	0.9%	11%	False	False	619,060
80	126-040	116-265	9-095	7.9%	1-025	0.9%	11%	False	False	538,186
100	126-040	116-265	9-095	7.9%	1-031	0.9%	11%	False	False	431,085

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	0-094
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-292
2.618	120-139
1.618	119-169
1.000	118-310
0.618	118-199
HIGH	118-020
0.618	117-229
0.500	117-195
0.382	117-161
LOW	117-050
0.618	116-191
1.000	116-080
1.618	115-221
2.618	114-251
4.250	113-098

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	117-242	117-245
PP	117-218	117-225
S1	117-195	117-205

Download as Excel Spreadsheet

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

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