ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	116-190	116-050	-0-140	-0.4%	116-280
High	116-280	116-120	-0-160	-0.4%	116-300
Low	116-010	115-270	-0-060	-0.2%	115-270
Close	116-070	115-300	-0-090	-0.2%	115-300
Range	0-270	0-170	-0-100	-37.0%	1-030
ATR	0-151	0-153	0-001	0.9%	0-000
Volume	84,626	143,881	59,255	70.0%	284,473

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-207	117-103	116-074
R3	117-037	116-253	116-027
R2	116-187	116-187	116-011
R1	116-083	116-083	115-316	116-050
PP	116-017	116-017	116-017	116-000
S1	115-233	115-233	115-284	115-200
S2	115-167	115-167	115-269
S3	114-317	115-063	115-253
S4	114-147	114-213	115-206

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-167	118-263	116-172
R3	118-137	117-233	116-076
R2	117-107	117-107	116-044
R1	116-203	116-203	116-012	116-140
PP	116-077	116-077	116-077	116-045
S1	115-173	115-173	115-268	115-110
S2	115-047	115-047	115-236
S3	114-017	114-143	115-204
S4	112-307	113-113	115-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-300	115-270	1-030	0.9%	0-188	0.5%	9%	False	True	56,894
10	117-030	115-270	1-080	1.1%	0-154	0.4%	8%	False	True	29,651
20	117-070	115-190	1-200	1.4%	0-138	0.4%	21%	False	False	15,407

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 3 trading days

Fibonacci Retracements and Extensions
4.250	118-202
2.618	117-245
1.618	117-075
1.000	116-290
0.618	116-225
HIGH	116-120
0.618	116-055
0.500	116-035
0.382	116-015
LOW	115-270
0.618	115-165
1.000	115-100
1.618	114-315
2.618	114-145
4.250	113-188

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	116-035	116-115
PP	116-017	116-070
S1	115-318	116-025

Download as Excel Spreadsheet

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

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