ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 30-Apr-2009

Day Change Summary
	Previous	Current
	29-Apr-2009	30-Apr-2009	Change	Change %	Previous Week
Open	116-120	116-110	-0-010	0.0%	117-090
High	116-250	116-130	-0-120	-0.3%	117-150
Low	116-090	116-040	-0-050	-0.1%	116-150
Close	116-130	116-130	0-000	0.0%	116-170
Range	0-160	0-090	-0-070	-43.8%	1-000
ATR	0-143	0-139	-0-004	-2.6%	0-000
Volume	251	342	91	36.3%	1,367

Daily Pivots for day following 30-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-050	117-020	116-180
R3	116-280	116-250	116-155
R2	116-190	116-190	116-146
R1	116-160	116-160	116-138	116-175
PP	116-100	116-100	116-100	116-108
S1	116-070	116-070	116-122	116-085
S2	116-010	116-010	116-114
S3	115-240	115-300	116-105
S4	115-150	115-210	116-080

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	116-040	1-030	0.9%	0-138	0.4%	26%	False	True	337
10	117-150	116-040	1-110	1.2%	0-115	0.3%	21%	False	True	281

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-192
2.618	117-046
1.618	116-276
1.000	116-220
0.618	116-186
HIGH	116-130
0.618	116-096
0.500	116-085
0.382	116-074
LOW	116-040
0.618	115-304
1.000	115-270
1.618	115-214
2.618	115-124
4.250	114-298

Fisher Pivots for day following 30-Apr-2009
Pivot	1 day	3 day
R1	116-115	116-215
PP	116-100	116-187
S1	116-085	116-158

Download as Excel Spreadsheet

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

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