ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 19-May-2009

Day Change Summary
	Previous	Current
	18-May-2009	19-May-2009	Change	Change %	Previous Week
Open	116-280	116-090	-0-190	-0.5%	116-070
High	116-300	116-120	-0-180	-0.5%	117-030
Low	116-080	116-030	-0-050	-0.1%	116-060
Close	116-130	116-100	-0-030	-0.1%	116-280
Range	0-220	0-090	-0-130	-59.1%	0-290
ATR	0-141	0-138	-0-003	-2.1%	0-000
Volume	3,684	16,679	12,995	352.7%	12,046

Daily Pivots for day following 19-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-033	116-317	116-150
R3	116-263	116-227	116-125
R2	116-173	116-173	116-116
R1	116-137	116-137	116-108	116-155
PP	116-083	116-083	116-083	116-092
S1	116-047	116-047	116-092	116-065
S2	115-313	115-313	116-084
S3	115-223	115-277	116-075
S4	115-133	115-187	116-050

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	116-030	1-000	0.9%	0-132	0.4%	22%	False	True	5,709
10	117-030	115-190	1-160	1.3%	0-132	0.4%	48%	False	False	4,095
20	117-070	115-190	1-200	1.4%	0-123	0.3%	44%	False	False	2,250

Crabel Price Patterns
NR	True
NR4	False
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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-182
2.618	117-036
1.618	116-266
1.000	116-210
0.618	116-176
HIGH	116-120
0.618	116-086
0.500	116-075
0.382	116-064
LOW	116-030
0.618	115-294
1.000	115-260
1.618	115-204
2.618	115-114
4.250	114-288

Fisher Pivots for day following 19-May-2009
Pivot	1 day	3 day
R1	116-092	116-180
PP	116-083	116-153
S1	116-075	116-127

Download as Excel Spreadsheet

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

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