ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	113-005	112-237	-0-088	-0.2%	115-102
High	113-007	113-105	0-098	0.3%	115-140
Low	112-162	112-130	-0-032	-0.1%	112-307
Close	112-240	113-045	0-125	0.3%	112-315
Range	0-165	0-295	0-130	78.8%	2-153
ATR	0-200	0-207	0-007	3.4%	0-000
Volume	372,207	306,936	-65,271	-17.5%	2,055,472

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-232	115-113	113-207
R3	114-257	114-138	113-126
R2	113-282	113-282	113-099
R1	113-163	113-163	113-072	113-222
PP	112-307	112-307	112-307	113-016
S1	112-188	112-188	113-018	112-248
S2	112-012	112-012	112-311
S3	111-037	111-213	112-284
S4	110-062	110-238	112-203

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	114-137	112-125	2-012	1.8%	0-267	0.7%	37%	False	False	402,156
10	115-180	112-125	3-055	2.8%	0-236	0.7%	24%	False	False	411,994
20	117-030	112-125	4-225	4.2%	0-207	0.6%	16%	False	False	255,073
40	117-150	112-125	5-025	4.5%	0-160	0.4%	15%	False	False	128,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-079
2.618	115-237
1.618	114-262
1.000	114-080
0.618	113-287
HIGH	113-105
0.618	112-312
0.500	112-278
0.382	112-243
LOW	112-130
0.618	111-268
1.000	111-155
1.618	110-293
2.618	109-318
4.250	108-156

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	113-016	113-016
PP	112-307	112-307
S1	112-278	112-278

Download as Excel Spreadsheet

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

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