ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	117-207	117-145	-0-062	-0.2%	118-082
High	117-242	117-240	-0-002	0.0%	118-295
Low	117-115	117-140	0-025	0.1%	117-155
Close	117-135	117-205	0-070	0.2%	117-167
Range	0-127	0-100	-0-027	-21.3%	1-140
ATR	0-201	0-194	-0-007	-3.4%	0-000
Volume	333,408	195,350	-138,058	-41.4%	1,244,668

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-175	118-130	117-260
R3	118-075	118-030	117-232
R2	117-295	117-295	117-223
R1	117-250	117-250	117-214	117-272
PP	117-195	117-195	117-195	117-206
S1	117-150	117-150	117-196	117-172
S2	117-095	117-095	117-187
S3	116-315	117-050	117-178
S4	116-215	116-270	117-150

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-092	121-110	118-100
R3	120-272	119-290	117-294
R2	119-132	119-132	117-251
R1	118-150	118-150	117-209	118-071
PP	117-312	117-312	117-312	117-273
S1	117-010	117-010	117-125	116-251
S2	116-172	116-172	117-083
S3	115-032	115-190	117-040
S4	113-212	114-050	116-234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-295	117-115	1-180	1.3%	0-157	0.4%	18%	False	False	258,848
10	118-295	117-115	1-180	1.3%	0-158	0.4%	18%	False	False	268,758
20	119-152	116-110	3-042	2.7%	0-206	0.5%	41%	False	False	298,361
40	119-152	116-020	3-132	2.9%	0-209	0.6%	46%	False	False	241,915

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-025
2.618	118-182
1.618	118-082
1.000	118-020
0.618	117-302
HIGH	117-240
0.618	117-202
0.500	117-190
0.382	117-178
LOW	117-140
0.618	117-078
1.000	117-040
1.618	116-298
2.618	116-198
4.250	116-035

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	117-200	117-266
PP	117-195	117-246
S1	117-190	117-225

Download as Excel Spreadsheet

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

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