ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	114-272	114-245	-0-027	-0.1%	113-135
High	114-292	115-002	0-030	0.1%	114-300
Low	114-150	114-162	0-012	0.0%	113-110
Close	114-230	114-305	0-075	0.2%	114-267
Range	0-142	0-160	0-018	12.7%	1-190
ATR	0-196	0-193	-0-003	-1.3%	0-000
Volume	223,737	367,543	143,806	64.3%	1,554,497

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-103	116-044	115-073
R3	115-263	115-204	115-029
R2	115-103	115-103	115-014
R1	115-044	115-044	115-000	115-074
PP	114-263	114-263	114-263	114-278
S1	114-204	114-204	114-290	114-234
S2	114-103	114-103	114-276
S3	113-263	114-044	114-261
S4	113-103	113-204	114-217

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%	0-186	0.5%	94%	False	False	329,889
10	115-010	113-010	2-000	1.7%	0-194	0.5%	96%	False	False	332,737
20	115-025	112-125	2-220	2.3%	0-211	0.6%	95%	False	False	354,195
40	117-030	112-125	4-225	4.1%	0-190	0.5%	54%	False	False	244,512

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-042
2.618	116-101
1.618	115-261
1.000	115-162
0.618	115-101
HIGH	115-002
0.618	114-261
0.500	114-242
0.382	114-223
LOW	114-162
0.618	114-063
1.000	114-002
1.618	113-223
2.618	113-063
4.250	112-122

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	114-284	114-283
PP	114-263	114-262
S1	114-242	114-240

Download as Excel Spreadsheet

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

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