ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	115-210	115-290	0-080	0.2%	114-050
High	115-312	115-295	-0-017	0.0%	115-000
Low	115-165	115-202	0-037	0.1%	113-310
Close	115-297	115-265	-0-032	-0.1%	114-290
Range	0-147	0-093	-0-054	-36.7%	1-010
ATR	0-175	0-169	-0-006	-3.3%	0-000
Volume	468,825	438,500	-30,325	-6.5%	917,531

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-213	116-172	115-316
R3	116-120	116-079	115-291
R2	116-027	116-027	115-282
R1	115-306	115-306	115-274	115-280
PP	115-254	115-254	115-254	115-241
S1	115-213	115-213	115-256	115-187
S2	115-161	115-161	115-248
S3	115-068	115-120	115-239
S4	114-295	115-027	115-214

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-230	117-110	115-152
R3	116-220	116-100	115-061
R2	115-210	115-210	115-030
R1	115-090	115-090	115-000	115-150
PP	114-200	114-200	114-200	114-230
S1	114-080	114-080	114-260	114-140
S2	113-190	113-190	114-230
S3	112-180	113-070	114-199
S4	111-170	112-060	114-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-312	114-170	1-142	1.2%	0-146	0.4%	90%	False	False	358,551
10	115-312	113-310	2-002	1.7%	0-160	0.4%	93%	False	False	240,739
20	115-312	112-130	3-182	3.1%	0-168	0.5%	96%	False	False	124,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-050
2.618	116-218
1.618	116-125
1.000	116-068
0.618	116-032
HIGH	115-295
0.618	115-259
0.500	115-248
0.382	115-238
LOW	115-202
0.618	115-145
1.000	115-109
1.618	115-052
2.618	114-279
4.250	114-127

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	115-260	115-232
PP	115-254	115-198
S1	115-248	115-164

Download as Excel Spreadsheet

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

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