ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 26-May-2009

Day Change Summary
	Previous	Current
	22-May-2009	26-May-2009	Change	Change %	Previous Week
Open	116-050	115-160	-0-210	-0.6%	116-280
High	116-120	116-050	-0-070	-0.2%	116-300
Low	115-270	115-120	-0-150	-0.4%	115-270
Close	115-300	115-210	-0-090	-0.2%	115-300
Range	0-170	0-250	0-080	47.1%	1-030
ATR	0-153	0-160	0-007	4.6%	0-000
Volume	143,881	135,717	-8,164	-5.7%	284,473

Daily Pivots for day following 26-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-023	117-207	116-028
R3	117-093	116-277	115-279
R2	116-163	116-163	115-256
R1	116-027	116-027	115-233	116-095
PP	115-233	115-233	115-233	115-268
S1	115-097	115-097	115-187	115-165
S2	114-303	114-303	115-164
S3	114-053	114-167	115-141
S4	113-123	113-237	115-072

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	116-280	115-120	1-160	1.3%	0-194	0.5%	19%	False	True	83,301
10	117-030	115-120	1-230	1.5%	0-167	0.5%	16%	False	True	43,030
20	117-070	115-120	1-270	1.6%	0-144	0.4%	15%	False	True	22,153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-152
2.618	118-064
1.618	117-134
1.000	116-300
0.618	116-204
HIGH	116-050
0.618	115-274
0.500	115-245
0.382	115-216
LOW	115-120
0.618	114-286
1.000	114-190
1.618	114-036
2.618	113-106
4.250	112-018

Fisher Pivots for day following 26-May-2009
Pivot	1 day	3 day
R1	115-245	116-040
PP	115-233	115-310
S1	115-222	115-260

Download as Excel Spreadsheet

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

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