ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 25-Jun-2009

Day Change Summary
	Previous	Current
	24-Jun-2009	25-Jun-2009	Change	Change %	Previous Week
Open	114-005	113-287	-0-038	-0.1%	113-130
High	114-150	114-220	0-070	0.2%	114-095
Low	113-242	113-220	-0-022	-0.1%	113-010
Close	113-310	114-190	0-200	0.5%	113-132
Range	0-228	1-000	0-092	40.4%	1-085
ATR	0-199	0-208	0-009	4.3%	0-000
Volume	296,979	413,643	116,664	39.3%	1,771,080

Daily Pivots for day following 25-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-103	116-307	115-046
R3	116-103	115-307	114-278
R2	115-103	115-103	114-249
R1	114-307	114-307	114-219	115-045
PP	114-103	114-103	114-103	114-132
S1	113-307	113-307	114-161	114-045
S2	113-103	113-103	114-131
S3	112-103	112-307	114-102
S4	111-103	111-307	114-014

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	114-220	113-010	1-210	1.4%	0-206	0.6%	94%	True	False	340,793
10	114-220	113-010	1-210	1.4%	0-202	0.5%	94%	True	False	342,878
20	115-180	112-125	3-055	2.8%	0-219	0.6%	69%	False	False	377,436
40	117-030	112-125	4-225	4.1%	0-183	0.5%	47%	False	False	213,667

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	118-300
2.618	117-098
1.618	116-098
1.000	115-220
0.618	115-098
HIGH	114-220
0.618	114-098
0.500	114-060
0.382	114-022
LOW	113-220
0.618	113-022
1.000	112-220
1.618	112-022
2.618	111-022
4.250	109-140

Fisher Pivots for day following 25-Jun-2009
Pivot	1 day	3 day
R1	114-147	114-146
PP	114-103	114-102
S1	114-060	114-058

Download as Excel Spreadsheet

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

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