ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	113-075	113-135	0-060	0.2%	113-130
High	113-162	113-300	0-138	0.4%	114-095
Low	113-010	113-110	0-100	0.3%	113-010
Close	113-132	113-280	0-148	0.4%	113-132
Range	0-152	0-190	0-038	25.0%	1-085
ATR	0-202	0-201	-0-001	-0.4%	0-000
Volume	478,050	269,486	-208,564	-43.6%	1,771,080

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-160	115-090	114-064
R3	114-290	114-220	114-012
R2	114-100	114-100	113-315
R1	114-030	114-030	113-297	114-065
PP	113-230	113-230	113-230	113-248
S1	113-160	113-160	113-263	113-195
S2	113-040	113-040	113-245
S3	112-170	112-290	113-228
S4	111-300	112-100	113-176

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-121	116-211	114-035
R3	116-036	115-126	113-243
R2	114-271	114-271	113-206
R1	114-041	114-041	113-169	114-156
PP	113-186	113-186	113-186	113-243
S1	112-276	112-276	113-095	113-071
S2	112-101	112-101	113-058
S3	111-016	111-191	113-021
S4	109-251	110-106	112-229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-095	113-010	1-085	1.1%	0-215	0.6%	67%	False	False	351,489
10	114-095	112-130	1-285	1.7%	0-197	0.5%	78%	False	False	354,662
20	116-050	112-125	3-245	3.3%	0-218	0.6%	39%	False	False	364,160
40	117-070	112-125	4-265	4.2%	0-178	0.5%	31%	False	False	189,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-148
2.618	115-157
1.618	114-287
1.000	114-170
0.618	114-097
HIGH	113-300
0.618	113-227
0.500	113-205
0.382	113-183
LOW	113-110
0.618	112-313
1.000	112-240
1.618	112-123
2.618	111-253
4.250	110-262

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	113-255	113-242
PP	113-230	113-205
S1	113-205	113-168

Download as Excel Spreadsheet

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

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