ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 29-Apr-2009

Day Change Summary
	Previous	Current
	28-Apr-2009	29-Apr-2009	Change	Change %	Previous Week
Open	117-040	116-120	-0-240	-0.6%	117-090
High	117-070	116-250	-0-140	-0.4%	117-150
Low	116-190	116-090	-0-100	-0.3%	116-150
Close	116-220	116-130	-0-090	-0.2%	116-170
Range	0-200	0-160	-0-040	-20.0%	1-000
ATR	0-142	0-143	0-001	0.9%	0-000
Volume	36	251	215	597.2%	1,367

Daily Pivots for day following 29-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-317	117-223	116-218
R3	117-157	117-063	116-174
R2	116-317	116-317	116-159
R1	116-223	116-223	116-145	116-270
PP	116-157	116-157	116-157	116-180
S1	116-063	116-063	116-115	116-110
S2	115-317	115-317	116-101
S3	115-157	115-223	116-086
S4	114-317	115-063	116-042

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	116-090	0-300	0.8%	0-136	0.4%	13%	False	True	351
10	117-150	116-090	1-060	1.0%	0-108	0.3%	11%	False	True	250

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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-290
2.618	118-029
1.618	117-189
1.000	117-090
0.618	117-029
HIGH	116-250
0.618	116-189
0.500	116-170
0.382	116-151
LOW	116-090
0.618	115-311
1.000	115-250
1.618	115-151
2.618	114-311
4.250	114-050

Fisher Pivots for day following 29-Apr-2009
Pivot	1 day	3 day
R1	116-170	116-240
PP	116-157	116-203
S1	116-143	116-167

Download as Excel Spreadsheet

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

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