ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	114-210	114-240	0-030	0.1%	112-190
High	115-020	114-280	-0-060	-0.2%	114-190
Low	114-180	114-170	-0-010	0.0%	112-150
Close	114-250	114-260	0-010	0.0%	114-090
Range	0-160	0-110	-0-050	-31.3%	2-040
ATR	0-192	0-186	-0-006	-3.0%	0-000
Volume	11,251	25,535	14,284	127.0%	24,840

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-247	115-203	115-000
R3	115-137	115-093	114-290
R2	115-027	115-027	114-280
R1	114-303	114-303	114-270	115-005
PP	114-237	114-237	114-237	114-248
S1	114-193	114-193	114-250	114-215
S2	114-127	114-127	114-240
S3	114-017	114-083	114-230
S4	113-227	113-293	114-200

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-050	119-110	115-144
R3	118-010	117-070	114-277
R2	115-290	115-290	114-215
R1	115-030	115-030	114-152	115-160
PP	113-250	113-250	113-250	113-315
S1	112-310	112-310	114-028	113-120
S2	111-210	111-210	113-285
S3	109-170	110-270	113-223
S4	107-130	108-230	113-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-020	113-300	1-040	1.0%	0-130	0.4%	78%	False	False	11,602
10	115-020	112-130	2-210	2.3%	0-175	0.5%	91%	False	False	8,529
20	115-020	112-130	2-210	2.3%	0-162	0.4%	91%	False	False	5,075

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-108
2.618	115-248
1.618	115-138
1.000	115-070
0.618	115-028
HIGH	114-280
0.618	114-238
0.500	114-225
0.382	114-212
LOW	114-170
0.618	114-102
1.000	114-060
1.618	113-312
2.618	113-202
4.250	113-022

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	114-248	114-257
PP	114-237	114-253
S1	114-225	114-250

Download as Excel Spreadsheet

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

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