ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 05-May-2009

Day Change Summary
	Previous	Current
	04-May-2009	05-May-2009	Change	Change %	Previous Week
Open	119-120	119-080	-0-040	-0.1%	120-190
High	119-130	119-150	0-020	0.1%	121-030
Low	118-300	118-310	0-010	0.0%	118-280
Close	119-090	119-110	0-020	0.1%	119-040
Range	0-150	0-160	0-010	6.7%	2-070
ATR	0-235	0-230	-0-005	-2.3%	0-000
Volume	2,804	1,550	-1,254	-44.7%	12,592

Daily Pivots for day following 05-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-243	120-177	119-198
R3	120-083	120-017	119-154
R2	119-243	119-243	119-139
R1	119-177	119-177	119-125	119-210
PP	119-083	119-083	119-083	119-100
S1	119-017	119-017	119-095	119-050
S2	118-243	118-243	119-081
S3	118-083	118-177	119-066
S4	117-243	118-017	119-022

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-113	124-307	120-110
R3	124-043	122-237	119-235
R2	121-293	121-293	119-170
R1	120-167	120-167	119-105	120-035
PP	119-223	119-223	119-223	119-158
S1	118-097	118-097	118-295	117-285
S2	117-153	117-153	118-230
S3	115-083	116-027	118-165
S4	113-013	113-277	117-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-100	118-280	1-140	1.2%	0-192	0.5%	33%	False	False	2,056
10	121-030	118-280	2-070	1.9%	0-173	0.5%	21%	False	False	1,697
20	122-060	118-280	3-100	2.8%	0-132	0.3%	14%	False	False	850
40	124-110	118-280	5-150	4.6%	0-078	0.2%	9%	False	False	426
60	124-110	118-140	5-290	4.9%	0-052	0.1%	15%	False	False	284
80	124-110	118-140	5-290	4.9%	0-039	0.1%	15%	False	False	214
100	125-240	118-140	7-100	6.1%	0-031	0.1%	12%	False	False	171

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-190
2.618	120-249
1.618	120-089
1.000	119-310
0.618	119-249
HIGH	119-150
0.618	119-089
0.500	119-070
0.382	119-051
LOW	118-310
0.618	118-211
1.000	118-150
1.618	118-051
2.618	117-211
4.250	116-270

Fisher Pivots for day following 05-May-2009
Pivot	1 day	3 day
R1	119-097	119-092
PP	119-083	119-073
S1	119-070	119-055

Download as Excel Spreadsheet

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

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