ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	117-155	117-170	0-015	0.0%	117-127
High	117-190	117-202	0-012	0.0%	118-047
Low	117-082	117-070	-0-012	0.0%	117-070
Close	117-170	117-090	-0-080	-0.2%	117-090
Range	0-108	0-132	0-024	22.2%	0-297
ATR	0-176	0-173	-0-003	-1.8%	0-000
Volume	308,593	354,519	45,926	14.9%	1,549,352

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-197	118-115	117-163
R3	118-065	117-303	117-126
R2	117-253	117-253	117-114
R1	117-171	117-171	117-102	117-146
PP	117-121	117-121	117-121	117-108
S1	117-039	117-039	117-078	117-014
S2	116-309	116-309	117-066
S3	116-177	116-227	117-054
S4	116-045	116-095	117-017

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-107	119-235	117-253
R3	119-130	118-258	117-172
R2	118-153	118-153	117-144
R1	117-281	117-281	117-117	117-228
PP	117-176	117-176	117-176	117-149
S1	116-304	116-304	117-063	116-252
S2	116-199	116-199	117-036
S3	115-222	116-007	117-008
S4	114-245	115-030	116-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-047	117-070	0-297	0.8%	0-151	0.4%	7%	False	True	309,870
10	118-142	117-070	1-072	1.0%	0-165	0.4%	5%	False	True	264,861
20	118-295	117-070	1-225	1.5%	0-155	0.4%	4%	False	True	256,147
40	119-152	116-020	3-132	2.9%	0-195	0.5%	36%	False	False	300,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-123
2.618	118-228
1.618	118-096
1.000	118-014
0.618	117-284
HIGH	117-202
0.618	117-152
0.500	117-136
0.382	117-120
LOW	117-070
0.618	116-308
1.000	116-258
1.618	116-176
2.618	116-044
4.250	115-149

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	117-136	117-158
PP	117-121	117-136
S1	117-105	117-113

Download as Excel Spreadsheet

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

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