ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	115-102	114-207	-0-215	-0.6%	115-160
High	115-140	114-287	-0-173	-0.5%	116-050
Low	114-152	114-162	0-010	0.0%	114-210
Close	114-180	114-232	0-052	0.1%	115-150
Range	0-308	0-125	-0-183	-59.4%	1-160
ATR	0-182	0-178	-0-004	-2.2%	0-000
Volume	452,762	467,540	14,778	3.3%	1,095,438

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-282	115-222	114-301
R3	115-157	115-097	114-266
R2	115-032	115-032	114-255
R1	114-292	114-292	114-243	115-002
PP	114-227	114-227	114-227	114-242
S1	114-167	114-167	114-221	114-197
S2	114-102	114-102	114-209
S3	113-297	114-042	114-198
S4	113-172	113-237	114-163

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	115-180	114-152	1-028	0.9%	0-207	0.6%	23%	False	False	376,004
10	116-280	114-152	2-128	2.1%	0-200	0.5%	10%	False	False	229,652
20	117-030	114-152	2-198	2.3%	0-167	0.5%	10%	False	False	116,050

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	116-178
2.618	115-294
1.618	115-169
1.000	115-092
0.618	115-044
HIGH	114-287
0.618	114-239
0.500	114-224
0.382	114-210
LOW	114-162
0.618	114-085
1.000	114-037
1.618	113-280
2.618	113-155
4.250	112-271

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	114-230	115-006
PP	114-227	114-295
S1	114-224	114-263

Download as Excel Spreadsheet

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

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