ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	116-140	116-280	0-140	0.4%	115-280
High	116-292	116-302	0-010	0.0%	117-025
Low	116-140	116-165	0-025	0.1%	115-210
Close	116-285	116-190	-0-095	-0.3%	116-210
Range	0-152	0-137	-0-015	-9.9%	1-135
ATR	0-145	0-144	-0-001	-0.4%	0-000
Volume	388,487	367,448	-21,039	-5.4%	2,073,861

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-310	117-227	116-265
R3	117-173	117-090	116-228
R2	117-036	117-036	116-215
R1	116-273	116-273	116-203	116-246
PP	116-219	116-219	116-219	116-206
S1	116-136	116-136	116-177	116-109
S2	116-082	116-082	116-165
S3	115-265	115-319	116-152
S4	115-128	115-182	116-115

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-233	120-037	117-140
R3	119-098	118-222	117-015
R2	117-283	117-283	116-293
R1	117-087	117-087	116-252	117-185
PP	116-148	116-148	116-148	116-198
S1	115-272	115-272	116-168	116-050
S2	115-013	115-013	116-127
S3	113-198	114-137	116-085
S4	112-063	113-002	115-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-025	116-125	0-220	0.6%	0-126	0.3%	30%	False	False	451,665
10	117-025	115-192	1-153	1.3%	0-128	0.3%	67%	False	False	418,853
20	117-025	114-315	2-030	1.8%	0-144	0.4%	77%	False	False	404,458
40	117-025	113-070	3-275	3.3%	0-149	0.4%	87%	False	False	296,206

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-244
2.618	118-021
1.618	117-204
1.000	117-119
0.618	117-067
HIGH	116-302
0.618	116-250
0.500	116-234
0.382	116-217
LOW	116-165
0.618	116-080
1.000	116-028
1.618	115-263
2.618	115-126
4.250	114-223

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	116-234	116-214
PP	116-219	116-206
S1	116-204	116-198

Download as Excel Spreadsheet

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

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