ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 18-May-2009

Day Change Summary
	Previous	Current
	15-May-2009	18-May-2009	Change	Change %	Previous Week
Open	117-000	116-280	-0-040	-0.1%	116-070
High	117-010	116-300	-0-030	-0.1%	117-030
Low	116-240	116-080	-0-160	-0.4%	116-060
Close	116-280	116-130	-0-150	-0.4%	116-280
Range	0-090	0-220	0-130	144.4%	0-290
ATR	0-135	0-141	0-006	4.5%	0-000
Volume	4,596	3,684	-912	-19.8%	12,046

Daily Pivots for day following 18-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-190	118-060	116-251
R3	117-290	117-160	116-190
R2	117-070	117-070	116-170
R1	116-260	116-260	116-150	116-215
PP	116-170	116-170	116-170	116-148
S1	116-040	116-040	116-110	115-315
S2	115-270	115-270	116-090
S3	115-050	115-140	116-070
S4	114-150	114-240	116-009

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-140	119-020	117-120
R3	118-170	118-050	117-040
R2	117-200	117-200	117-013
R1	117-080	117-080	116-307	117-140
PP	116-230	116-230	116-230	116-260
S1	116-110	116-110	116-253	116-170
S2	115-260	115-260	116-227
S3	114-290	115-140	116-200
S4	114-000	114-170	116-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-030	116-080	0-270	0.7%	0-140	0.4%	19%	False	True	2,760
10	117-030	115-190	1-160	1.3%	0-134	0.4%	54%	False	False	2,447
20	117-150	115-190	1-280	1.6%	0-127	0.3%	43%	False	False	1,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	119-275
2.618	118-236
1.618	118-016
1.000	117-200
0.618	117-116
HIGH	116-300
0.618	116-216
0.500	116-190
0.382	116-164
LOW	116-080
0.618	115-264
1.000	115-180
1.618	115-044
2.618	114-144
4.250	113-105

Fisher Pivots for day following 18-May-2009
Pivot	1 day	3 day
R1	116-190	116-215
PP	116-170	116-187
S1	116-150	116-158

Download as Excel Spreadsheet

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

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