ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	115-050	115-102	0-052	0.1%	115-160
High	115-180	115-140	-0-040	-0.1%	116-050
Low	115-000	114-152	-0-168	-0.5%	114-210
Close	115-150	114-180	-0-290	-0.8%	115-150
Range	0-180	0-308	0-128	71.1%	1-160
ATR	0-171	0-182	0-010	6.1%	0-000
Volume	404,519	452,762	48,243	11.9%	1,095,438

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-228	117-032	115-029
R3	116-240	116-044	114-265
R2	115-252	115-252	114-236
R1	115-056	115-056	114-208	115-000
PP	114-264	114-264	114-264	114-236
S1	114-068	114-068	114-152	114-012
S2	113-276	113-276	114-124
S3	112-288	113-080	114-095
S4	111-300	112-092	114-011

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-297	119-063	116-094
R3	118-137	117-223	115-282
R2	116-297	116-297	115-238
R1	116-063	116-063	115-194	115-260
PP	115-137	115-137	115-137	115-075
S1	114-223	114-223	115-106	114-100
S2	113-297	113-297	115-062
S3	112-137	113-063	115-018
S4	110-297	111-223	114-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-050	114-152	1-218	1.5%	0-232	0.6%	5%	False	True	309,640
10	116-300	114-152	2-148	2.1%	0-210	0.6%	4%	False	True	183,267
20	117-030	114-152	2-198	2.3%	0-164	0.4%	3%	False	True	92,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	119-169
2.618	117-306
1.618	116-318
1.000	116-128
0.618	116-010
HIGH	115-140
0.618	115-022
0.500	114-306
0.382	114-270
LOW	114-152
0.618	113-282
1.000	113-164
1.618	112-294
2.618	111-306
4.250	110-123

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	114-306	115-006
PP	114-264	114-277
S1	114-222	114-229

Download as Excel Spreadsheet

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

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