ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	118-280	119-230	0-270	0.7%	119-120
High	119-240	119-290	0-050	0.1%	119-260
Low	118-280	119-090	0-130	0.3%	118-060
Close	119-220	119-230	0-010	0.0%	118-250
Range	0-280	0-200	-0-080	-28.6%	1-200
ATR	0-249	0-245	-0-003	-1.4%	0-000
Volume	2,865	2,865	0	0.0%	18,483

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-163	121-077	120-020
R3	120-283	120-197	119-285
R2	120-083	120-083	119-267
R1	119-317	119-317	119-248	120-010
PP	119-203	119-203	119-203	119-210
S1	119-117	119-117	119-212	119-130
S2	119-003	119-003	119-193
S3	118-123	118-237	119-175
S4	117-243	118-037	119-120

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-257	122-293	119-216
R3	122-057	121-093	119-073
R2	120-177	120-177	119-025
R1	119-213	119-213	118-298	119-095
PP	118-297	118-297	118-297	118-238
S1	118-013	118-013	118-202	117-215
S2	117-097	117-097	118-155
S3	115-217	116-133	118-107
S4	114-017	114-253	117-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-290	118-060	1-230	1.4%	0-254	0.7%	89%	True	False	3,971
10	120-100	118-060	2-040	1.8%	0-223	0.6%	72%	False	False	3,014
20	122-060	118-060	4-000	3.3%	0-176	0.5%	38%	False	False	1,842
40	124-110	118-060	6-050	5.1%	0-109	0.3%	25%	False	False	922
60	124-110	118-060	6-050	5.1%	0-073	0.2%	25%	False	False	615
80	124-110	118-060	6-050	5.1%	0-055	0.1%	25%	False	False	462
100	125-240	118-060	7-180	6.3%	0-044	0.1%	20%	False	False	370

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-043
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-180
2.618	121-174
1.618	120-294
1.000	120-170
0.618	120-094
HIGH	119-290
0.618	119-214
0.500	119-190
0.382	119-166
LOW	119-090
0.618	118-286
1.000	118-210
1.618	118-086
2.618	117-206
4.250	116-200

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	119-217	119-158
PP	119-203	119-087
S1	119-190	119-015

Download as Excel Spreadsheet

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

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