ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-May-2009

Day Change Summary
	Previous	Current
	18-May-2009	19-May-2009	Change	Change %	Previous Week
Open	117-187	117-015	-0-172	-0.5%	116-225
High	117-220	117-037	-0-183	-0.5%	117-267
Low	116-315	116-270	-0-045	-0.1%	116-220
Close	117-042	117-020	-0-022	-0.1%	117-192
Range	0-225	0-087	-0-138	-61.3%	1-047
ATR	0-168	0-162	-0-005	-3.2%	0-000
Volume	221,623	301,725	80,102	36.1%	1,591,051

Daily Pivots for day following 19-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-263	117-229	117-068
R3	117-176	117-142	117-044
R2	117-089	117-089	117-036
R1	117-055	117-055	117-028	117-072
PP	117-002	117-002	117-002	117-011
S1	116-288	116-288	117-012	116-305
S2	116-235	116-235	117-004
S3	116-148	116-201	116-316
S4	116-061	116-114	116-292

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-261	120-113	118-074
R3	119-214	119-066	117-293
R2	118-167	118-167	117-259
R1	118-019	118-019	117-226	118-093
PP	117-120	117-120	117-120	117-156
S1	116-292	116-292	117-158	117-046
S2	116-073	116-073	117-125
S3	115-026	115-245	117-091
S4	113-299	114-198	116-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-267	116-270	0-317	0.8%	0-136	0.4%	22%	False	True	309,282
10	117-267	116-085	1-182	1.3%	0-154	0.4%	51%	False	False	317,801
20	118-007	116-085	1-242	1.5%	0-158	0.4%	45%	False	False	313,367
40	118-295	116-085	2-210	2.3%	0-160	0.4%	30%	False	False	281,018
60	119-152	116-020	3-132	2.9%	0-187	0.5%	29%	False	False	297,505

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-029
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	118-087
2.618	117-265
1.618	117-178
1.000	117-124
0.618	117-091
HIGH	117-037
0.618	117-004
0.500	116-314
0.382	116-303
LOW	116-270
0.618	116-216
1.000	116-183
1.618	116-129
2.618	116-042
4.250	115-220

Fisher Pivots for day following 19-May-2009
Pivot	1 day	3 day
R1	117-011	117-098
PP	117-002	117-072
S1	116-314	117-046

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

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