ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	112-237	113-055	0-138	0.4%	112-267
High	113-105	113-175	0-070	0.2%	113-175
Low	112-130	113-032	0-222	0.6%	112-125
Close	113-045	113-140	0-095	0.3%	113-140
Range	0-295	0-143	-0-152	-51.5%	1-050
ATR	0-207	0-202	-0-005	-2.2%	0-000
Volume	306,936	431,785	124,849	40.7%	2,091,736

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-225	114-165	113-219
R3	114-082	114-022	113-179
R2	113-259	113-259	113-166
R1	113-199	113-199	113-153	113-229
PP	113-116	113-116	113-116	113-130
S1	113-056	113-056	113-127	113-086
S2	112-293	112-293	113-114
S3	112-150	112-233	113-101
S4	112-007	112-090	113-061

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-190	116-055	114-024
R3	115-140	115-005	113-242
R2	114-090	114-090	113-208
R1	113-275	113-275	113-174	114-022
PP	113-040	113-040	113-040	113-074
S1	112-225	112-225	113-106	112-292
S2	111-310	111-310	113-072
S3	110-260	111-175	113-038
S4	109-210	110-125	112-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-175	112-125	1-050	1.0%	0-202	0.6%	91%	True	False	418,347
10	115-140	112-125	3-015	2.7%	0-233	0.6%	34%	False	False	414,720
20	117-010	112-125	4-205	4.1%	0-210	0.6%	23%	False	False	276,585
40	117-150	112-125	5-025	4.5%	0-163	0.4%	21%	False	False	138,804

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-035
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	115-143
2.618	114-229
1.618	114-086
1.000	113-318
0.618	113-263
HIGH	113-175
0.618	113-120
0.500	113-104
0.382	113-087
LOW	113-032
0.618	112-264
1.000	112-209
1.618	112-121
2.618	111-298
4.250	111-064

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	113-128	113-091
PP	113-116	113-042
S1	113-104	112-312

Download as Excel Spreadsheet

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

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