ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	117-207	117-232	0-025	0.1%	118-082
High	117-295	117-235	-0-060	-0.2%	118-295
Low	117-165	117-105	-0-060	-0.2%	117-155
Close	117-252	117-165	-0-087	-0.2%	117-167
Range	0-130	0-130	0-000	0.0%	1-140
ATR	0-189	0-186	-0-003	-1.6%	0-000
Volume	212,472	217,927	5,455	2.6%	1,244,668

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-238	118-172	117-236
R3	118-108	118-042	117-201
R2	117-298	117-298	117-189
R1	117-232	117-232	117-177	117-200
PP	117-168	117-168	117-168	117-152
S1	117-102	117-102	117-153	117-070
S2	117-038	117-038	117-141
S3	116-228	116-292	117-129
S4	116-098	116-162	117-094

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	118-097	117-105	0-312	0.8%	0-150	0.4%	19%	False	True	248,605
10	118-295	117-105	1-190	1.4%	0-146	0.4%	12%	False	True	247,434
20	119-152	116-200	2-272	2.4%	0-195	0.5%	31%	False	False	287,377
40	119-152	116-020	3-132	2.9%	0-206	0.5%	43%	False	False	252,458

Crabel Price Patterns
NR	False
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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028

Fibonacci Retracements and Extensions
4.250	119-148
2.618	118-255
1.618	118-125
1.000	118-045
0.618	117-315
HIGH	117-235
0.618	117-185
0.500	117-170
0.382	117-155
LOW	117-105
0.618	117-025
1.000	116-295
1.618	116-215
2.618	116-085
4.250	115-192

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	117-170	117-200
PP	117-168	117-188
S1	117-167	117-177

Download as Excel Spreadsheet

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

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