ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 14-May-2009

Day Change Summary
	Previous	Current
	13-May-2009	14-May-2009	Change	Change %	Previous Week
Open	119-210	120-100	0-210	0.5%	119-120
High	120-110	120-150	0-040	0.1%	119-260
Low	119-130	119-300	0-170	0.4%	118-060
Close	120-060	120-040	-0-020	-0.1%	118-250
Range	0-300	0-170	-0-130	-43.3%	1-200
ATR	0-249	0-244	-0-006	-2.3%	0-000
Volume	6,737	10,944	4,207	62.4%	18,483

Daily Pivots for day following 14-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-247	121-153	120-134
R3	121-077	120-303	120-087
R2	120-227	120-227	120-071
R1	120-133	120-133	120-056	120-095
PP	120-057	120-057	120-057	120-038
S1	119-283	119-283	120-024	119-245
S2	119-207	119-207	120-009
S3	119-037	119-113	119-313
S4	118-187	118-263	119-266

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	120-150	118-060	2-090	1.9%	0-244	0.6%	85%	True	False	5,060
10	120-150	118-060	2-090	1.9%	0-222	0.6%	85%	True	False	4,226
20	121-270	118-060	3-210	3.0%	0-192	0.5%	53%	False	False	2,726
40	124-110	118-060	6-050	5.1%	0-121	0.3%	31%	False	False	1,364
60	124-110	118-060	6-050	5.1%	0-081	0.2%	31%	False	False	910
80	124-110	118-060	6-050	5.1%	0-060	0.2%	31%	False	False	683
100	125-240	118-060	7-180	6.3%	0-048	0.1%	26%	False	False	546

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-052
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-232
2.618	121-275
1.618	121-105
1.000	121-000
0.618	120-255
HIGH	120-150
0.618	120-085
0.500	120-065
0.382	120-045
LOW	119-300
0.618	119-195
1.000	119-130
1.618	119-025
2.618	118-175
4.250	117-218

Fisher Pivots for day following 14-May-2009
Pivot	1 day	3 day
R1	120-065	120-013
PP	120-057	119-307
S1	120-048	119-280

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

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