ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	112-267	112-182	-0-085	-0.2%	115-102
High	113-025	113-037	0-012	0.0%	115-140
Low	112-125	112-172	0-047	0.1%	112-307
Close	112-190	113-007	0-137	0.4%	112-315
Range	0-220	0-185	-0-035	-15.9%	2-153
ATR	0-204	0-203	-0-001	-0.7%	0-000
Volume	585,682	395,126	-190,556	-32.5%	2,055,472

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-200	114-129	113-109
R3	114-015	113-264	113-058
R2	113-150	113-150	113-041
R1	113-079	113-079	113-024	113-114
PP	112-285	112-285	112-285	112-303
S1	112-214	112-214	112-310	112-250
S2	112-100	112-100	112-293
S3	111-235	112-029	112-276
S4	111-050	111-164	112-225

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	115-057	112-125	2-252	2.5%	0-258	0.7%	23%	False	False	423,195
10	115-180	112-125	3-055	2.8%	0-232	0.6%	20%	False	False	399,600
20	117-030	112-125	4-225	4.2%	0-200	0.6%	13%	False	False	221,315
40	117-250	112-125	5-125	4.8%	0-153	0.4%	12%	False	False	111,032

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-183
2.618	114-201
1.618	114-016
1.000	113-222
0.618	113-151
HIGH	113-037
0.618	112-286
0.500	112-264
0.382	112-243
LOW	112-172
0.618	112-058
1.000	111-307
1.618	111-193
2.618	111-008
4.250	110-026

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	112-306	113-131
PP	112-285	113-090
S1	112-264	113-048

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

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