ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	113-200	113-305	0-105	0.3%	112-267
High	113-315	114-095	0-100	0.3%	113-175
Low	113-097	113-205	0-108	0.3%	112-125
Close	113-272	114-005	0-053	0.1%	113-140
Range	0-218	0-210	-0-008	-3.7%	1-050
ATR	0-197	0-198	0-001	0.5%	0-000
Volume	308,688	313,619	4,931	1.6%	2,091,736

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-305	115-205	114-120
R3	115-095	114-315	114-063
R2	114-205	114-205	114-044
R1	114-105	114-105	114-024	114-155
PP	113-315	113-315	113-315	114-020
S1	113-215	113-215	113-306	113-265
S2	113-105	113-105	113-286
S3	112-215	113-005	113-267
S4	112-005	112-115	113-210

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	114-095	112-130	1-285	1.7%	0-195	0.5%	85%	True	False	328,829
10	115-025	112-125	2-220	2.4%	0-227	0.6%	60%	False	False	375,653
20	116-280	112-125	4-155	3.9%	0-217	0.6%	36%	False	False	320,609
40	117-070	112-125	4-265	4.2%	0-170	0.5%	34%	False	False	161,429

Crabel Price Patterns
NR	True
NR4	False
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	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-028
2.618	116-005
1.618	115-115
1.000	114-305
0.618	114-225
HIGH	114-095
0.618	114-015
0.500	113-310
0.382	113-285
LOW	113-205
0.618	113-075
1.000	112-315
1.618	112-185
2.618	111-295
4.250	110-272

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	114-000	113-302
PP	113-315	113-279
S1	113-310	113-256

Download as Excel Spreadsheet

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

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