ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	118-035	117-302	-0-053	-0.1%	118-060
High	118-035	118-017	-0-018	0.0%	118-170
Low	117-210	117-027	-0-183	-0.5%	117-027
Close	117-300	117-100	-0-200	-0.5%	117-100
Range	0-145	0-310	0-165	113.8%	1-143
ATR	0-125	0-138	0-013	10.5%	0-000
Volume	51,671	28,674	-22,997	-44.5%	679,267

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-125	119-262	117-270
R3	119-135	118-272	117-185
R2	118-145	118-145	117-157
R1	117-282	117-282	117-128	117-218
PP	117-155	117-155	117-155	117-123
S1	116-292	116-292	117-072	116-228
S2	116-165	116-165	117-043
S3	115-175	115-302	117-015
S4	114-185	114-312	116-250

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-315	121-030	118-035
R3	120-172	119-207	117-227
R2	119-029	119-029	117-185
R1	118-064	118-064	117-142	117-295
PP	117-206	117-206	117-206	117-161
S1	116-241	116-241	117-058	116-152
S2	116-063	116-063	117-015
S3	114-240	115-098	116-293
S4	113-097	113-275	116-165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-170	117-027	1-143	1.2%	0-152	0.4%	16%	False	True	135,853
10	118-210	117-027	1-183	1.3%	0-139	0.4%	15%	False	True	352,587
20	118-210	116-120	2-090	1.9%	0-124	0.3%	41%	False	False	363,290
40	118-210	115-080	3-130	2.9%	0-134	0.4%	61%	False	False	388,908
60	118-210	114-315	3-215	3.1%	0-138	0.4%	63%	False	False	394,091
80	118-210	113-070	5-140	4.6%	0-142	0.4%	75%	False	False	342,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	122-054
2.618	120-189
1.618	119-199
1.000	119-007
0.618	118-209
HIGH	118-017
0.618	117-219
0.500	117-182
0.382	117-145
LOW	117-027
0.618	116-155
1.000	116-037
1.618	115-165
2.618	114-175
4.250	112-310

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	117-182	117-237
PP	117-155	117-191
S1	117-127	117-146

Download as Excel Spreadsheet

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

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