ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	116-015	116-037	0-022	0.1%	115-140
High	116-090	116-087	-0-003	0.0%	116-090
Low	115-247	115-265	0-018	0.0%	115-087
Close	116-015	116-052	0-037	0.1%	116-052
Range	0-163	0-142	-0-021	-12.9%	1-003
ATR	0-189	0-185	-0-003	-1.8%	0-000
Volume	576,864	686,168	109,304	18.9%	2,726,066

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-134	117-075	116-130
R3	116-312	116-253	116-091
R2	116-170	116-170	116-078
R1	116-111	116-111	116-065	116-140
PP	116-028	116-028	116-028	116-043
S1	115-289	115-289	116-039	115-318
S2	115-206	115-206	116-026
S3	115-064	115-147	116-013
S4	114-242	115-005	115-294

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-299	118-178	116-230
R3	117-296	117-175	116-141
R2	116-293	116-293	116-111
R1	116-172	116-172	116-082	116-232
PP	115-290	115-290	115-290	116-000
S1	115-169	115-169	116-022	115-230
S2	114-287	114-287	115-313
S3	113-284	114-166	115-283
S4	112-281	113-163	115-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-090	115-087	1-003	0.9%	0-141	0.4%	88%	False	False	545,213
10	116-117	115-087	1-030	0.9%	0-156	0.4%	81%	False	False	464,588
20	116-117	113-265	2-172	2.2%	0-191	0.5%	92%	False	False	450,079
40	116-235	113-265	2-290	2.5%	0-198	0.5%	80%	False	False	405,526
60	116-235	112-125	4-110	3.7%	0-202	0.5%	87%	False	False	386,510
80	117-030	112-125	4-225	4.0%	0-195	0.5%	80%	False	False	328,664
100	117-250	112-125	5-125	4.6%	0-175	0.5%	70%	False	False	263,008

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-050
2.618	117-139
1.618	116-317
1.000	116-229
0.618	116-175
HIGH	116-087
0.618	116-033
0.500	116-016
0.382	115-319
LOW	115-265
0.618	115-177
1.000	115-123
1.618	115-035
2.618	114-213
4.250	113-302

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	116-040	116-038
PP	116-028	116-023
S1	116-016	116-008

Download as Excel Spreadsheet

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

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