ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	115-130	115-000	-0-130	-0.4%	116-280
High	115-180	115-080	-0-100	-0.3%	116-300
Low	114-270	114-210	-0-060	-0.2%	115-270
Close	115-010	114-290	-0-040	-0.1%	115-300
Range	0-230	0-190	-0-040	-17.4%	1-030
ATR	0-167	0-168	0-002	1.0%	0-000
Volume	244,519	310,683	66,164	27.1%	284,473

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-230	116-130	115-074
R3	116-040	115-260	115-022
R2	115-170	115-170	115-005
R1	115-070	115-070	114-307	115-025
PP	114-300	114-300	114-300	114-278
S1	114-200	114-200	114-273	114-155
S2	114-110	114-110	114-255
S3	113-240	114-010	114-238
S4	113-050	113-140	114-186

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	114-210	2-070	1.9%	0-222	0.6%	11%	False	True	183,885
10	117-030	114-210	2-140	2.1%	0-178	0.5%	10%	False	True	98,153
20	117-030	114-210	2-140	2.1%	0-148	0.4%	10%	False	True	49,898

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	0-043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-248
2.618	116-257
1.618	116-067
1.000	115-270
0.618	115-197
HIGH	115-080
0.618	115-007
0.500	114-305
0.382	114-283
LOW	114-210
0.618	114-093
1.000	114-020
1.618	113-223
2.618	113-033
4.250	112-042

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	114-305	115-130
PP	114-300	115-077
S1	114-295	115-023

Download as Excel Spreadsheet

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

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