ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	119-080	119-110	0-030	0.1%	120-190
High	119-150	119-260	0-110	0.3%	121-030
Low	118-310	119-010	0-020	0.1%	118-280
Close	119-110	119-170	0-060	0.2%	119-040
Range	0-160	0-250	0-090	56.3%	2-070
ATR	0-230	0-231	0-001	0.6%	0-000
Volume	1,550	7,470	5,920	381.9%	12,592

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-257	121-143	119-308
R3	121-007	120-213	119-239
R2	120-077	120-077	119-216
R1	119-283	119-283	119-193	120-020
PP	119-147	119-147	119-147	119-175
S1	119-033	119-033	119-147	119-090
S2	118-217	118-217	119-124
S3	117-287	118-103	119-101
S4	117-037	117-173	119-032

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	119-260	118-280	0-300	0.8%	0-178	0.5%	70%	True	False	3,242
10	121-030	118-280	2-070	1.9%	0-198	0.5%	30%	False	False	2,444
20	122-060	118-280	3-100	2.8%	0-140	0.4%	20%	False	False	1,223
40	124-110	118-280	5-150	4.6%	0-084	0.2%	12%	False	False	612
60	124-110	118-140	5-290	4.9%	0-056	0.1%	19%	False	False	409
80	124-110	118-140	5-290	4.9%	0-042	0.1%	19%	False	False	307
100	125-240	118-140	7-100	6.1%	0-034	0.1%	15%	False	False	246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-042
2.618	121-274
1.618	121-024
1.000	120-190
0.618	120-094
HIGH	119-260
0.618	119-164
0.500	119-135
0.382	119-106
LOW	119-010
0.618	118-176
1.000	118-080
1.618	117-246
2.618	116-316
4.250	115-228

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	119-158	119-153
PP	119-147	119-137
S1	119-135	119-120

Download as Excel Spreadsheet

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

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