ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 21-Apr-2009

Day Change Summary
	Previous	Current
	20-Apr-2009	21-Apr-2009	Change	Change %	Previous Week
Open	117-127	117-295	0-168	0.4%	117-150
High	117-305	118-047	0-062	0.2%	118-142
Low	117-112	117-190	0-078	0.2%	117-090
Close	117-295	117-210	-0-085	-0.2%	117-145
Range	0-193	0-177	-0-016	-8.3%	1-052
ATR	0-185	0-184	-0-001	-0.3%	0-000
Volume	314,834	272,441	-42,393	-13.5%	1,099,260

Daily Pivots for day following 21-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-147	119-035	117-307
R3	118-290	118-178	117-259
R2	118-113	118-113	117-242
R1	118-001	118-001	117-226	117-288
PP	117-256	117-256	117-256	117-239
S1	117-144	117-144	117-194	117-112
S2	117-079	117-079	117-178
S3	116-222	116-287	117-161
S4	116-045	116-110	117-113

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-068	120-159	118-030
R3	120-016	119-107	117-247
R2	118-284	118-284	117-213
R1	118-055	118-055	117-179	117-304
PP	117-232	117-232	117-232	117-197
S1	117-003	117-003	117-111	116-252
S2	116-180	116-180	117-077
S3	115-128	115-271	117-043
S4	114-076	114-219	116-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-142	117-090	1-052	1.0%	0-175	0.5%	32%	False	False	264,416
10	118-142	117-090	1-052	1.0%	0-162	0.4%	32%	False	False	231,228
20	118-295	117-090	1-205	1.4%	0-162	0.4%	23%	False	False	248,669
40	119-152	116-020	3-132	2.9%	0-201	0.5%	47%	False	False	289,574

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	False
Bull Hook	False
Stretch	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-159
2.618	119-190
1.618	119-013
1.000	118-224
0.618	118-156
HIGH	118-047
0.618	117-299
0.500	117-278
0.382	117-258
LOW	117-190
0.618	117-081
1.000	117-013
1.618	116-224
2.618	116-047
4.250	115-078

Fisher Pivots for day following 21-Apr-2009
Pivot	1 day	3 day
R1	117-278	117-228
PP	117-256	117-222
S1	117-233	117-216

Download as Excel Spreadsheet

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

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