ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	116-240	116-170	-0-070	-0.2%	117-090
High	116-280	116-280	0-000	0.0%	117-150
Low	116-200	116-150	-0-050	-0.1%	116-150
Close	116-270	116-170	-0-100	-0.3%	116-170
Range	0-080	0-130	0-050	62.5%	1-000
ATR
Volume	411	248	-163	-39.7%	1,367

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-270	117-190	116-242
R3	117-140	117-060	116-206
R2	117-010	117-010	116-194
R1	116-250	116-250	116-182	116-235
PP	116-200	116-200	116-200	116-192
S1	116-120	116-120	116-158	116-105
S2	116-070	116-070	116-146
S3	115-260	115-310	116-134
S4	115-130	115-180	116-098

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-263	119-057	117-026
R3	118-263	118-057	116-258
R2	117-263	117-263	116-229
R1	117-057	117-057	116-199	117-000
PP	116-263	116-263	116-263	116-235
S1	116-057	116-057	116-141	116-000
S2	115-263	115-263	116-111
S3	114-263	115-057	116-082
S4	113-263	114-057	115-314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-150	116-150	1-000	0.9%	0-108	0.3%	6%	False	True	273
10	117-250	116-150	1-100	1.1%	0-080	0.2%	5%	False	True	148

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-192
2.618	117-300
1.618	117-170
1.000	117-090
0.618	117-040
HIGH	116-280
0.618	116-230
0.500	116-215
0.382	116-200
LOW	116-150
0.618	116-070
1.000	116-020
1.618	115-260
2.618	115-130
4.250	114-238

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	116-215	116-250
PP	116-200	116-223
S1	116-185	116-197

Download as Excel Spreadsheet

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

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