ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	116-080	116-190	0-110	0.3%	116-070
High	116-260	116-280	0-020	0.1%	117-030
Low	116-070	116-010	-0-060	-0.2%	116-060
Close	116-220	116-070	-0-150	-0.4%	116-280
Range	0-190	0-270	0-080	42.1%	0-290
ATR	0-142	0-151	0-009	6.4%	0-000
Volume	35,603	84,626	49,023	137.7%	12,046

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-130	116-218
R3	118-020	117-180	116-144
R2	117-070	117-070	116-120
R1	116-230	116-230	116-095	116-175
PP	116-120	116-120	116-120	116-092
S1	115-280	115-280	116-045	115-225
S2	115-170	115-170	116-020
S3	114-220	115-010	115-316
S4	113-270	114-060	115-242

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	117-010	116-010	1-000	0.9%	0-172	0.5%	19%	False	True	29,037
10	117-030	115-190	1-160	1.3%	0-151	0.4%	42%	False	False	15,702
20	117-070	115-190	1-200	1.4%	0-136	0.4%	38%	False	False	8,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	120-148
2.618	119-027
1.618	118-077
1.000	117-230
0.618	117-127
HIGH	116-280
0.618	116-177
0.500	116-145
0.382	116-113
LOW	116-010
0.618	115-163
1.000	115-060
1.618	114-213
2.618	113-263
4.250	112-142

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	116-145	116-145
PP	116-120	116-120
S1	116-095	116-095

Download as Excel Spreadsheet

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

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