ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	115-025	114-110	-0-235	-0.6%	115-102
High	115-025	114-137	-0-208	-0.6%	115-140
Low	114-087	112-307	-1-100	-1.1%	112-307
Close	114-127	112-315	-1-132	-1.2%	112-315
Range	0-258	1-150	0-212	82.2%	2-153
ATR	0-182	0-203	0-021	11.3%	0-000
Volume	408,539	350,833	-57,706	-14.1%	2,055,472

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-276	116-286	113-254
R3	116-126	115-136	113-124
R2	114-296	114-296	113-081
R1	113-306	113-306	113-038	113-226
PP	113-146	113-146	113-146	113-106
S1	112-156	112-156	112-272	112-076
S2	111-316	111-316	112-229
S3	110-166	111-006	112-186
S4	109-016	109-176	112-056

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-073	119-187	114-111
R3	118-240	117-034	113-213
R2	116-087	116-087	113-140
R1	114-201	114-201	113-068	114-068
PP	113-254	113-254	113-254	113-187
S1	112-048	112-048	112-242	111-234
S2	111-101	111-101	112-170
S3	108-268	109-215	112-097
S4	106-115	107-062	111-199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-140	112-307	2-153	2.2%	0-264	0.7%	1%	False	True	411,094
10	116-120	112-307	3-133	3.0%	0-234	0.6%	1%	False	True	329,479
20	117-030	112-307	4-043	3.7%	0-192	0.5%	1%	False	True	172,590
40	117-250	112-307	4-263	4.3%	0-145	0.4%	1%	False	True	86,525

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	0-042
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	120-214
2.618	118-087
1.618	116-257
1.000	115-287
0.618	115-107
HIGH	114-137
0.618	113-277
0.500	113-222
0.382	113-167
LOW	112-307
0.618	112-017
1.000	111-157
1.618	110-187
2.618	109-037
4.250	106-230

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	113-222	114-022
PP	113-146	113-226
S1	113-071	113-111

Download as Excel Spreadsheet

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

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