ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	114-075	114-060	-0-015	0.0%	116-120
High	114-110	114-185	0-075	0.2%	116-135
Low	113-297	113-267	-0-030	-0.1%	114-100
Close	114-025	114-140	0-115	0.3%	114-100
Range	0-133	0-238	0-105	78.9%	2-035
ATR	0-190	0-193	0-003	1.8%	0-000
Volume	14,302	5,893	-8,409	-58.8%	446,130

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-165	116-070	114-271
R3	115-247	115-152	114-205
R2	115-009	115-009	114-184
R1	114-234	114-234	114-162	114-282
PP	114-091	114-091	114-091	114-114
S1	113-316	113-316	114-118	114-044
S2	113-173	113-173	114-096
S3	112-255	113-078	114-075
S4	112-017	112-160	114-009

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	115-192	113-265	1-247	1.5%	0-215	0.6%	34%	False	False	22,825
10	116-162	113-265	2-217	2.3%	0-198	0.5%	23%	False	False	124,217
20	117-267	113-265	4-002	3.5%	0-187	0.5%	15%	False	False	287,338
40	118-120	113-265	4-175	4.0%	0-179	0.5%	13%	False	False	296,405
60	119-152	113-265	5-207	4.9%	0-182	0.5%	11%	False	False	284,563
80	119-152	113-265	5-207	4.9%	0-192	0.5%	11%	False	False	281,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-037
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-236
2.618	116-168
1.618	115-250
1.000	115-103
0.618	115-012
HIGH	114-185
0.618	114-094
0.500	114-066
0.382	114-038
LOW	113-267
0.618	113-120
1.000	113-029
1.618	112-202
2.618	111-284
4.250	110-216

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	114-115	114-115
PP	114-091	114-091
S1	114-066	114-066

Download as Excel Spreadsheet

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

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