ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	116-100	116-140	0-040	0.1%	117-000
High	116-140	116-180	0-040	0.1%	117-070
Low	116-030	116-040	0-010	0.0%	116-040
Close	116-090	116-130	0-040	0.1%	116-110
Range	0-110	0-140	0-030	27.3%	1-030
ATR	0-128	0-129	0-001	0.7%	0-000
Volume	202	2,652	2,450	1,212.9%	2,453

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-217	117-153	116-207
R3	117-077	117-013	116-168
R2	116-257	116-257	116-156
R1	116-193	116-193	116-143	116-155
PP	116-117	116-117	116-117	116-098
S1	116-053	116-053	116-117	116-015
S2	115-297	115-297	116-104
S3	115-157	115-233	116-092
S4	115-017	115-093	116-053

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-270	119-060	116-302
R3	118-240	118-030	116-206
R2	117-210	117-210	116-174
R1	117-000	117-000	116-142	116-250
PP	116-180	116-180	116-180	116-145
S1	115-290	115-290	116-078	115-220
S2	115-150	115-150	116-046
S3	114-120	114-260	116-014
S4	113-090	113-230	115-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-180	116-030	0-150	0.4%	0-094	0.3%	67%	True	False	930
10	117-070	116-030	1-040	1.0%	0-115	0.3%	28%	False	False	640
20	117-250	116-030	1-220	1.4%	0-094	0.3%	19%	False	False	386

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-135
2.618	117-227
1.618	117-087
1.000	117-000
0.618	116-267
HIGH	116-180
0.618	116-127
0.500	116-110
0.382	116-093
LOW	116-040
0.618	115-273
1.000	115-220
1.618	115-133
2.618	114-313
4.250	114-085

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	116-123	116-122
PP	116-117	116-113
S1	116-110	116-105

Download as Excel Spreadsheet

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

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