ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	115-260	116-070	0-130	0.4%	116-110
High	116-010	116-180	0-170	0.5%	116-180
Low	115-190	116-060	0-190	0.5%	115-190
Close	115-280	116-170	0-210	0.6%	115-280
Range	0-140	0-120	-0-020	-14.3%	0-310
ATR	0-135	0-141	0-006	4.5%	0-000
Volume	4,384	1,930	-2,454	-56.0%	9,185

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-177	117-133	116-236
R3	117-057	117-013	116-203
R2	116-257	116-257	116-192
R1	116-213	116-213	116-181	116-235
PP	116-137	116-137	116-137	116-148
S1	116-093	116-093	116-159	116-115
S2	116-017	116-017	116-148
S3	115-217	115-293	116-137
S4	115-097	115-173	116-104

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%	0-128	0.3%	97%	True	False	2,134
10	117-070	115-190	1-200	1.4%	0-122	0.3%	58%	False	False	1,275
20	117-250	115-190	2-060	1.9%	0-106	0.3%	43%	False	False	749

Crabel Price Patterns
NR	True
NR4	True
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	0-034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-050
2.618	117-174
1.618	117-054
1.000	116-300
0.618	116-254
HIGH	116-180
0.618	116-134
0.500	116-120
0.382	116-106
LOW	116-060
0.618	115-306
1.000	115-260
1.618	115-186
2.618	115-066
4.250	114-190

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	116-153	116-122
PP	116-137	116-073
S1	116-120	116-025

Download as Excel Spreadsheet

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

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