ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	113-055	113-130	0-075	0.2%	112-267
High	113-175	113-240	0-065	0.2%	113-175
Low	113-032	113-130	0-098	0.3%	112-125
Close	113-140	113-205	0-065	0.2%	113-140
Range	0-143	0-110	-0-033	-23.1%	1-050
ATR	0-202	0-196	-0-007	-3.3%	0-000
Volume	431,785	283,121	-148,664	-34.4%	2,091,736

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-202	114-153	113-266
R3	114-092	114-043	113-235
R2	113-302	113-302	113-225
R1	113-253	113-253	113-215	113-278
PP	113-192	113-192	113-192	113-204
S1	113-143	113-143	113-195	113-168
S2	113-082	113-082	113-185
S3	112-292	113-033	113-175
S4	112-182	112-243	113-144

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	113-240	112-130	1-110	1.2%	0-180	0.5%	92%	True	False	357,835
10	115-057	112-125	2-252	2.5%	0-213	0.6%	45%	False	False	397,756
20	116-300	112-125	4-175	4.0%	0-211	0.6%	27%	False	False	290,512
40	117-150	112-125	5-025	4.5%	0-164	0.5%	25%	False	False	145,882

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	0-031
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	115-068
2.618	114-208
1.618	114-098
1.000	114-030
0.618	113-308
HIGH	113-240
0.618	113-198
0.500	113-185
0.382	113-172
LOW	113-130
0.618	113-062
1.000	113-020
1.618	112-272
2.618	112-162
4.250	111-302

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	113-198	113-145
PP	113-192	113-085
S1	113-185	113-025

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

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