ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 27-Apr-2009

Day Change Summary
	Previous	Current
	24-Apr-2009	27-Apr-2009	Change	Change %	Previous Week
Open	116-170	117-000	0-150	0.4%	117-090
High	116-280	117-020	0-060	0.2%	117-150
Low	116-150	116-230	0-080	0.2%	116-150
Close	116-170	117-020	0-170	0.5%	116-170
Range	0-130	0-110	-0-020	-15.4%	1-000
ATR	0-000	0-137	0-137		0-000
Volume	248	812	564	227.4%	1,367

Daily Pivots for day following 27-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-313	117-277	117-080
R3	117-203	117-167	117-050
R2	117-093	117-093	117-040
R1	117-057	117-057	117-030	117-075
PP	116-303	116-303	116-303	116-312
S1	116-267	116-267	117-010	116-285
S2	116-193	116-193	117-000
S3	116-083	116-157	116-310
S4	115-293	116-047	116-280

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%	0-124	0.3%	59%	False	False	376
10	117-250	116-150	1-100	1.1%	0-089	0.2%	45%	False	False	222

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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-168
2.618	117-308
1.618	117-198
1.000	117-130
0.618	117-088
HIGH	117-020
0.618	116-298
0.500	116-285
0.382	116-272
LOW	116-230
0.618	116-162
1.000	116-120
1.618	116-052
2.618	115-262
4.250	115-082

Fisher Pivots for day following 27-Apr-2009
Pivot	1 day	3 day
R1	117-002	116-308
PP	116-303	116-277
S1	116-285	116-245

Download as Excel Spreadsheet

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

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