ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	116-290	115-140	-1-150	-1.3%	116-040
High	116-290	116-035	-0-255	-0.7%	117-125
Low	115-185	115-110	-0-075	-0.2%	115-110
Close	115-210	116-010	0-120	0.3%	116-010
Range	1-105	0-245	-0-180	-42.4%	2-015
ATR	0-317	0-312	-0-005	-1.6%	0-000
Volume	10,063	8,356	-1,707	-17.0%	41,017

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-040	117-270	116-145
R3	117-115	117-025	116-077
R2	116-190	116-190	116-055
R1	116-100	116-100	116-032	116-145
PP	115-265	115-265	115-265	115-288
S1	115-175	115-175	115-308	115-220
S2	115-020	115-020	115-285
S3	114-095	114-250	115-263
S4	113-170	114-005	115-195

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-127	121-083	117-050
R3	120-112	119-068	116-190
R2	118-097	118-097	116-130
R1	117-053	117-053	116-070	116-228
PP	116-082	116-082	116-082	116-009
S1	115-038	115-038	115-270	114-212
S2	114-067	114-067	115-210
S3	112-052	113-023	115-150
S4	110-037	111-008	114-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-125	115-110	2-015	1.8%	0-266	0.7%	34%	False	True	8,203
10	117-125	114-160	2-285	2.5%	0-264	0.7%	53%	False	False	9,600
20	120-035	114-160	5-195	4.8%	1-009	0.9%	27%	False	False	320,203
40	122-225	114-160	8-065	7.1%	0-304	0.8%	19%	False	False	458,680
60	124-180	114-160	10-020	8.7%	0-297	0.8%	15%	False	False	485,574
80	126-040	114-160	11-200	10.0%	1-008	0.9%	13%	False	False	532,103
100	126-040	114-160	11-200	10.0%	1-021	0.9%	13%	False	False	432,871

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-116
2.618	118-036
1.618	117-111
1.000	116-280
0.618	116-186
HIGH	116-035
0.618	115-261
0.500	115-232
0.382	115-204
LOW	115-110
0.618	114-279
1.000	114-185
1.618	114-034
2.618	113-109
4.250	112-029

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	115-298	116-118
PP	115-265	116-082
S1	115-232	116-046

Download as Excel Spreadsheet

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

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