ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	117-130	117-265	0-135	0.4%	119-050
High	118-020	117-265	-0-075	-0.2%	119-185
Low	117-050	116-155	-0-215	-0.6%	116-300
Close	117-265	116-225	-1-040	-1.0%	118-200
Range	0-290	1-110	0-140	48.3%	2-205
ATR	1-015	1-022	0-007	2.0%	0-000
Volume	81,421	63,957	-17,464	-21.4%	4,635,762

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-012	120-068	117-142
R3	119-222	118-278	117-023
R2	118-112	118-112	116-304
R1	117-168	117-168	116-264	117-085
PP	117-002	117-002	117-002	116-280
S1	116-058	116-058	116-186	115-295
S2	115-212	115-212	116-146
S3	114-102	114-268	116-107
S4	112-312	113-158	115-308

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	116-155	2-085	1.9%	1-047	1.0%	10%	False	True	406,085
10	121-110	116-155	4-275	4.2%	1-076	1.1%	5%	False	True	699,331
20	122-020	116-155	5-185	4.8%	1-013	0.9%	4%	False	True	656,423
40	123-275	116-155	7-120	6.3%	0-303	0.8%	3%	False	True	597,918
60	126-040	116-155	9-205	8.3%	1-007	0.9%	2%	False	True	610,486
80	126-040	116-155	9-205	8.3%	1-027	0.9%	2%	False	True	538,938
100	126-040	116-155	9-205	8.3%	1-032	0.9%	2%	False	True	431,724

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	0-088
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-172
2.618	121-111
1.618	120-001
1.000	119-055
0.618	118-211
HIGH	117-265
0.618	117-101
0.500	117-050
0.382	116-319
LOW	116-155
0.618	115-209
1.000	115-045
1.618	114-099
2.618	112-309
4.250	110-248

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	117-050	117-088
PP	117-002	117-027
S1	116-273	116-286

Download as Excel Spreadsheet

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

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