ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 23-Apr-2009

Day Change Summary
	Previous	Current
	22-Apr-2009	23-Apr-2009	Change	Change %	Previous Week
Open	116-240	116-240	0-000	0.0%	117-250
High	117-030	116-280	-0-070	-0.2%	117-250
Low	116-220	116-200	-0-020	-0.1%	116-220
Close	116-240	116-270	0-030	0.1%	116-270
Range	0-130	0-080	-0-050	-38.5%	1-030
ATR
Volume	303	411	108	35.6%	49

Daily Pivots for day following 23-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-170	117-140	116-314
R3	117-090	117-060	116-292
R2	117-010	117-010	116-285
R1	116-300	116-300	116-277	116-315
PP	116-250	116-250	116-250	116-258
S1	116-220	116-220	116-263	116-235
S2	116-170	116-170	116-255
S3	116-090	116-140	116-248
S4	116-010	116-060	116-226

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-123	119-227	117-142
R3	119-093	118-197	117-046
R2	118-063	118-063	117-014
R1	117-167	117-167	116-302	117-100
PP	117-033	117-033	117-033	117-000
S1	116-137	116-137	116-238	116-070
S2	116-003	116-003	116-206
S3	114-293	115-107	116-174
S4	113-263	114-077	116-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-150	116-200	0-270	0.7%	0-092	0.2%	26%	False	True	224
10	117-250	116-200	1-050	1.0%	0-077	0.2%	19%	False	True	170

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-300
2.618	117-169
1.618	117-089
1.000	117-040
0.618	117-009
HIGH	116-280
0.618	116-249
0.500	116-240
0.382	116-231
LOW	116-200
0.618	116-151
1.000	116-120
1.618	116-071
2.618	115-311
4.250	115-180

Fisher Pivots for day following 23-Apr-2009
Pivot	1 day	3 day
R1	116-260	117-015
PP	116-250	116-313
S1	116-240	116-292

Download as Excel Spreadsheet

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

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