ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 14-May-2009

Day Change Summary
	Previous	Current
	13-May-2009	14-May-2009	Change	Change %	Previous Week
Open	116-150	116-300	0-150	0.4%	116-110
High	117-000	117-030	0-030	0.1%	116-180
Low	116-140	116-270	0-130	0.3%	115-190
Close	116-300	116-300	0-000	0.0%	115-280
Range	0-180	0-080	-0-100	-55.6%	0-310
ATR	0-143	0-139	-0-005	-3.2%	0-000
Volume	2,047	1,543	-504	-24.6%	9,185

Daily Pivots for day following 14-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-227	117-183	117-024
R3	117-147	117-103	117-002
R2	117-067	117-067	116-315
R1	117-023	117-023	116-307	117-020
PP	116-307	116-307	116-307	116-305
S1	116-263	116-263	116-293	116-260
S2	116-227	116-227	116-285
S3	116-147	116-183	116-278
S4	116-067	116-103	116-256

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	117-030	115-190	1-160	1.3%	0-130	0.3%	90%	True	False	2,366
10	117-030	115-190	1-160	1.3%	0-116	0.3%	90%	True	False	1,764
20	117-150	115-190	1-280	1.6%	0-116	0.3%	72%	False	False	1,022

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-050
2.618	117-239
1.618	117-159
1.000	117-110
0.618	117-079
HIGH	117-030
0.618	116-319
0.500	116-310
0.382	116-301
LOW	116-270
0.618	116-221
1.000	116-190
1.618	116-141
2.618	116-061
4.250	115-250

Fisher Pivots for day following 14-May-2009
Pivot	1 day	3 day
R1	116-310	116-275
PP	116-307	116-250
S1	116-303	116-225

Download as Excel Spreadsheet

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

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