ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-Apr-2009

Day Change Summary
	Previous	Current
	09-Apr-2009	13-Apr-2009	Change	Change %	Previous Week
Open	117-232	117-150	-0-082	-0.2%	117-207
High	117-235	118-042	0-127	0.3%	117-295
Low	117-105	117-135	0-030	0.1%	117-105
Close	117-165	118-020	0-175	0.5%	117-165
Range	0-130	0-227	0-097	74.6%	0-190
ATR	0-186	0-189	0-003	1.6%	0-000
Volume	217,927	191,305	-26,622	-12.2%	959,157

Daily Pivots for day following 13-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-000	119-237	118-145
R3	119-093	119-010	118-082
R2	118-186	118-186	118-062
R1	118-103	118-103	118-041	118-144
PP	117-279	117-279	117-279	117-300
S1	117-196	117-196	117-319	117-238
S2	117-052	117-052	117-298
S3	116-145	116-289	117-278
S4	115-238	116-062	117-215

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-118	119-012	117-270
R3	118-248	118-142	117-217
R2	118-058	118-058	117-200
R1	117-272	117-272	117-182	117-230
PP	117-188	117-188	117-188	117-168
S1	117-082	117-082	117-148	117-040
S2	116-318	116-318	117-130
S3	116-128	116-212	117-113
S4	115-258	116-022	117-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-042	117-105	0-257	0.7%	0-143	0.4%	91%	True	False	230,092
10	118-295	117-105	1-190	1.3%	0-156	0.4%	46%	False	False	239,513
20	119-152	116-215	2-257	2.4%	0-193	0.5%	50%	False	False	272,036
40	119-152	116-020	3-132	2.9%	0-209	0.6%	59%	False	False	257,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-047
2.618	119-316
1.618	119-089
1.000	118-269
0.618	118-182
HIGH	118-042
0.618	117-275
0.500	117-248
0.382	117-222
LOW	117-135
0.618	116-315
1.000	116-228
1.618	116-088
2.618	115-181
4.250	114-130

Fisher Pivots for day following 13-Apr-2009
Pivot	1 day	3 day
R1	117-310	117-304
PP	117-279	117-269
S1	117-248	117-234

Download as Excel Spreadsheet

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

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