ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	113-130	113-200	0-070	0.2%	112-267
High	113-240	113-315	0-075	0.2%	113-175
Low	113-130	113-097	-0-033	-0.1%	112-125
Close	113-205	113-272	0-067	0.2%	113-140
Range	0-110	0-218	0-108	98.2%	1-050
ATR	0-196	0-197	0-002	0.8%	0-000
Volume	283,121	308,688	25,567	9.0%	2,091,736

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-242	115-155	114-072
R3	115-024	114-257	114-012
R2	114-126	114-126	113-312
R1	114-039	114-039	113-292	114-082
PP	113-228	113-228	113-228	113-250
S1	113-141	113-141	113-252	113-184
S2	113-010	113-010	113-232
S3	112-112	112-243	113-212
S4	111-214	112-025	113-152

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	113-315	112-130	1-185	1.4%	0-186	0.5%	91%	True	False	340,547
10	115-057	112-125	2-252	2.4%	0-222	0.6%	52%	False	False	381,871
20	116-280	112-125	4-155	3.9%	0-211	0.6%	33%	False	False	305,762
40	117-150	112-125	5-025	4.5%	0-169	0.5%	29%	False	False	153,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-282
2.618	115-246
1.618	115-028
1.000	114-213
0.618	114-130
HIGH	113-315
0.618	113-232
0.500	113-206
0.382	113-180
LOW	113-097
0.618	112-282
1.000	112-199
1.618	112-064
2.618	111-166
4.250	110-130

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	113-250	113-239
PP	113-228	113-206
S1	113-206	113-174

Download as Excel Spreadsheet

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

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