ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	114-207	114-242	0-035	0.1%	115-160
High	114-287	115-057	0-090	0.2%	116-050
Low	114-162	114-220	0-058	0.2%	114-210
Close	114-232	115-010	0-098	0.3%	115-150
Range	0-125	0-157	0-032	25.6%	1-160
ATR	0-178	0-176	-0-001	-0.8%	0-000
Volume	467,540	375,798	-91,742	-19.6%	1,095,438

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-140	116-072	115-096
R3	115-303	115-235	115-053
R2	115-146	115-146	115-039
R1	115-078	115-078	115-024	115-112
PP	114-309	114-309	114-309	115-006
S1	114-241	114-241	114-316	114-275
S2	114-152	114-152	114-301
S3	113-315	114-084	114-287
S4	113-158	113-247	114-244

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%	0-192	0.5%	51%	False	False	402,260
10	116-280	114-152	2-128	2.1%	0-207	0.6%	23%	False	False	265,564
20	117-030	114-152	2-198	2.3%	0-170	0.5%	21%	False	False	134,829

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	0-050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-084
2.618	116-148
1.618	115-311
1.000	115-214
0.618	115-154
HIGH	115-057
0.618	114-317
0.500	114-298
0.382	114-280
LOW	114-220
0.618	114-123
1.000	114-063
1.618	113-286
2.618	113-129
4.250	112-193

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	115-000	115-002
PP	114-309	114-314
S1	114-298	114-306

Download as Excel Spreadsheet

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

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