ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 08-May-2009

Day Change Summary
	Previous	Current
	07-May-2009	08-May-2009	Change	Change %	Previous Week
Open	115-290	115-260	-0-030	-0.1%	116-110
High	116-040	116-010	-0-030	-0.1%	116-180
Low	115-230	115-190	-0-040	-0.1%	115-190
Close	115-290	115-280	-0-010	0.0%	115-280
Range	0-130	0-140	0-010	7.7%	0-310
ATR	0-135	0-135	0-000	0.3%	0-000
Volume	1,505	4,384	2,879	191.3%	9,185

Daily Pivots for day following 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-047	116-303	116-037
R3	116-227	116-163	115-318
R2	116-087	116-087	115-306
R1	116-023	116-023	115-293	116-055
PP	115-267	115-267	115-267	115-282
S1	115-203	115-203	115-267	115-235
S2	115-127	115-127	115-254
S3	114-307	115-063	115-242
S4	114-167	114-243	115-203

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-293	118-117	116-130
R3	117-303	117-127	116-045
R2	116-313	116-313	116-017
R1	116-137	116-137	115-308	116-070
PP	116-003	116-003	116-003	115-290
S1	115-147	115-147	115-252	115-080
S2	115-013	115-013	115-223
S3	114-023	114-157	115-195
S4	113-033	113-167	115-110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-180	115-190	0-310	0.8%	0-118	0.3%	29%	False	True	1,837
10	117-070	115-190	1-200	1.4%	0-121	0.3%	17%	False	True	1,163
20	117-250	115-190	2-060	1.9%	0-100	0.3%	13%	False	True	655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-285
2.618	117-057
1.618	116-237
1.000	116-150
0.618	116-097
HIGH	116-010
0.618	115-277
0.500	115-260
0.382	115-243
LOW	115-190
0.618	115-103
1.000	115-050
1.618	114-283
2.618	114-143
4.250	113-235

Fisher Pivots for day following 08-May-2009
Pivot	1 day	3 day
R1	115-273	116-025
PP	115-267	116-003
S1	115-260	115-302

Download as Excel Spreadsheet

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

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