ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	117-000	117-040	0-040	0.1%	117-090
High	117-020	117-070	0-050	0.1%	117-150
Low	116-230	116-190	-0-040	-0.1%	116-150
Close	117-020	116-220	-0-120	-0.3%	116-170
Range	0-110	0-200	0-090	81.8%	1-000
ATR	0-137	0-142	0-004	3.3%	0-000
Volume	812	36	-776	-95.6%	1,367

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-227	118-103	117-010
R3	118-027	117-223	116-275
R2	117-147	117-147	116-257
R1	117-023	117-023	116-238	116-305
PP	116-267	116-267	116-267	116-248
S1	116-143	116-143	116-202	116-105
S2	116-067	116-067	116-183
S3	115-187	115-263	116-165
S4	114-307	115-063	116-110

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	117-070	116-150	0-240	0.6%	0-130	0.3%	29%	True	False	362
10	117-250	116-150	1-100	1.1%	0-098	0.3%	17%	False	False	225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	119-280
2.618	118-274
1.618	118-074
1.000	117-270
0.618	117-194
HIGH	117-070
0.618	116-314
0.500	116-290
0.382	116-266
LOW	116-190
0.618	116-066
1.000	115-310
1.618	115-186
2.618	114-306
4.250	113-300

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	116-290	116-270
PP	116-267	116-253
S1	116-243	116-237

Download as Excel Spreadsheet

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

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