ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	114-202	114-255	0-053	0.1%	113-135
High	114-300	115-010	0-030	0.1%	114-300
Low	114-122	114-202	0-080	0.2%	113-110
Close	114-267	114-280	0-013	0.0%	114-267
Range	0-178	0-128	-0-050	-28.1%	1-190
ATR	0-205	0-200	-0-006	-2.7%	0-000
Volume	328,580	315,943	-12,637	-3.8%	1,554,497

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-015	115-275	115-030
R3	115-207	115-147	114-315
R2	115-079	115-079	114-303
R1	115-019	115-019	114-292	115-049
PP	114-271	114-271	114-271	114-286
S1	114-211	114-211	114-268	114-241
S2	114-143	114-143	114-257
S3	114-015	114-083	114-245
S4	113-207	113-275	114-210

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	115-010	113-215	1-115	1.2%	0-199	0.5%	89%	True	False	320,190
10	115-010	113-010	2-000	1.7%	0-207	0.6%	92%	True	False	335,839
20	115-057	112-125	2-252	2.4%	0-210	0.6%	89%	False	False	366,798
40	117-030	112-125	4-225	4.1%	0-187	0.5%	53%	False	False	229,746

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-066
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	116-234
2.618	116-025
1.618	115-217
1.000	115-138
0.618	115-089
HIGH	115-010
0.618	114-281
0.500	114-266
0.382	114-251
LOW	114-202
0.618	114-123
1.000	114-074
1.618	113-315
2.618	113-187
4.250	112-298

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	114-275	114-225
PP	114-271	114-170
S1	114-266	114-115

Download as Excel Spreadsheet

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

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