ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	114-242	115-025	0-103	0.3%	115-160
High	115-057	115-025	-0-032	-0.1%	116-050
Low	114-220	114-087	-0-133	-0.4%	114-210
Close	115-010	114-127	-0-203	-0.6%	115-150
Range	0-157	0-258	0-101	64.3%	1-160
ATR	0-176	0-182	0-006	3.3%	0-000
Volume	375,798	408,539	32,741	8.7%	1,095,438

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-000	116-162	114-269
R3	116-062	115-224	114-198
R2	115-124	115-124	114-174
R1	114-286	114-286	114-151	114-236
PP	114-186	114-186	114-186	114-162
S1	114-028	114-028	114-103	113-298
S2	113-248	113-248	114-080
S3	112-310	113-090	114-056
S4	112-052	112-152	113-305

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	114-087	1-093	1.1%	0-206	0.6%	10%	False	True	421,831
10	116-280	114-087	2-193	2.3%	0-214	0.6%	5%	False	True	302,858
20	117-030	114-087	2-263	2.5%	0-175	0.5%	4%	False	True	155,124
40	117-250	114-087	3-163	3.1%	0-134	0.4%	4%	False	True	77,755

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	0-048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-162
2.618	117-060
1.618	116-122
1.000	115-283
0.618	115-184
HIGH	115-025
0.618	114-246
0.500	114-216
0.382	114-186
LOW	114-087
0.618	113-248
1.000	113-149
1.618	112-310
2.618	112-052
4.250	110-270

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	114-216	114-232
PP	114-186	114-197
S1	114-157	114-162

Download as Excel Spreadsheet

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

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