ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	113-287	114-202	0-235	0.6%	113-135
High	114-220	114-300	0-080	0.2%	114-300
Low	113-220	114-122	0-222	0.6%	113-110
Close	114-190	114-267	0-077	0.2%	114-267
Range	1-000	0-178	-0-142	-44.4%	1-190
ATR	0-208	0-205	-0-002	-1.0%	0-000
Volume	413,643	328,580	-85,063	-20.6%	1,554,497

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-124	116-053	115-045
R3	115-266	115-195	114-316
R2	115-088	115-088	114-300
R1	115-017	115-017	114-283	115-052
PP	114-230	114-230	114-230	114-247
S1	114-159	114-159	114-251	114-194
S2	114-052	114-052	114-234
S3	113-194	113-301	114-218
S4	113-016	113-123	114-169

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-049	118-188	115-228
R3	117-179	116-318	115-087
R2	115-309	115-309	115-040
R1	115-128	115-128	114-314	115-218
PP	114-119	114-119	114-119	114-164
S1	113-258	113-258	114-220	114-028
S2	112-249	112-249	114-174
S3	111-059	112-068	114-127
S4	109-189	110-198	113-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-300	113-110	1-190	1.4%	0-211	0.6%	94%	True	False	310,899
10	114-300	113-010	1-290	1.7%	0-205	0.6%	95%	True	False	332,557
20	115-140	112-125	3-015	2.7%	0-219	0.6%	80%	False	False	373,639
40	117-030	112-125	4-225	4.1%	0-185	0.5%	52%	False	False	221,873

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	0-060
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-096
2.618	116-126
1.618	115-268
1.000	115-158
0.618	115-090
HIGH	114-300
0.618	114-232
0.500	114-211
0.382	114-190
LOW	114-122
0.618	114-012
1.000	113-264
1.618	113-154
2.618	112-296
4.250	112-006

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	114-248	114-211
PP	114-230	114-156
S1	114-211	114-100

Download as Excel Spreadsheet

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

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