ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	114-055	114-075	0-020	0.1%	116-120
High	114-140	114-110	-0-030	-0.1%	116-135
Low	114-037	113-297	-0-060	-0.2%	114-100
Close	114-115	114-025	-0-090	-0.2%	114-100
Range	0-103	0-133	0-030	29.1%	2-035
ATR	0-194	0-190	-0-004	-2.1%	0-000
Volume	21,312	14,302	-7,010	-32.9%	446,130

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-116	115-044	114-098
R3	114-303	114-231	114-062
R2	114-170	114-170	114-049
R1	114-098	114-098	114-037	114-068
PP	114-037	114-037	114-037	114-022
S1	113-285	113-285	114-013	113-254
S2	113-224	113-224	114-001
S3	113-091	113-152	113-308
S4	112-278	113-019	113-272

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-110	119-300	115-151
R3	119-075	117-265	114-286
R2	117-040	117-040	114-224
R1	115-230	115-230	114-162	115-118
PP	115-005	115-005	115-005	114-269
S1	113-195	113-195	114-038	113-082
S2	112-290	112-290	113-296
S3	110-255	111-160	113-234
S4	108-220	109-125	113-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-042	113-265	2-097	2.0%	0-208	0.6%	11%	False	False	31,394
10	116-162	113-265	2-217	2.3%	0-193	0.5%	9%	False	False	206,043
20	117-267	113-265	4-002	3.5%	0-184	0.5%	6%	False	False	302,177
40	118-142	113-265	4-197	4.0%	0-176	0.5%	5%	False	False	302,164
60	119-152	113-265	5-207	5.0%	0-181	0.5%	4%	False	False	288,001
80	119-152	113-265	5-207	5.0%	0-192	0.5%	4%	False	False	281,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-035
2.618	115-138
1.618	115-005
1.000	114-243
0.618	114-192
HIGH	114-110
0.618	114-059
0.500	114-044
0.382	114-028
LOW	113-297
0.618	113-215
1.000	113-164
1.618	113-082
2.618	112-269
4.250	112-052

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	114-044	114-042
PP	114-037	114-037
S1	114-031	114-031

Download as Excel Spreadsheet

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

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