ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	114-255	114-272	0-017	0.0%	113-135
High	115-010	114-292	-0-038	-0.1%	114-300
Low	114-202	114-150	-0-052	-0.1%	113-110
Close	114-280	114-230	-0-050	-0.1%	114-267
Range	0-128	0-142	0-014	10.9%	1-190
ATR	0-200	0-196	-0-004	-2.1%	0-000
Volume	315,943	223,737	-92,206	-29.2%	1,554,497

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-010	115-262	114-308
R3	115-188	115-120	114-269
R2	115-046	115-046	114-256
R1	114-298	114-298	114-243	114-261
PP	114-224	114-224	114-224	114-206
S1	114-156	114-156	114-217	114-119
S2	114-082	114-082	114-204
S3	113-260	114-014	114-191
S4	113-118	113-192	114-152

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	113-220	1-110	1.2%	0-199	0.5%	77%	False	False	315,776
10	115-010	113-010	2-000	1.7%	0-199	0.5%	84%	False	False	327,344
20	115-057	112-125	2-252	2.4%	0-211	0.6%	84%	False	False	354,608
40	117-030	112-125	4-225	4.1%	0-189	0.5%	50%	False	False	235,329

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-256
2.618	116-024
1.618	115-202
1.000	115-114
0.618	115-060
HIGH	114-292
0.618	114-238
0.500	114-221
0.382	114-204
LOW	114-150
0.618	114-062
1.000	114-008
1.618	113-240
2.618	113-098
4.250	112-186

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	114-227	114-229
PP	114-224	114-227
S1	114-221	114-226

Download as Excel Spreadsheet

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

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