ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	116-037	116-087	0-050	0.1%	115-140
High	116-087	116-180	0-093	0.2%	116-090
Low	115-265	116-045	0-100	0.3%	115-087
Close	116-052	116-165	0-113	0.3%	116-052
Range	0-142	0-135	-0-007	-4.9%	1-003
ATR	0-185	0-182	-0-004	-1.9%	0-000
Volume	686,168	418,220	-267,948	-39.0%	2,726,066

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-215	117-165	116-239
R3	117-080	117-030	116-202
R2	116-265	116-265	116-190
R1	116-215	116-215	116-177	116-240
PP	116-130	116-130	116-130	116-142
S1	116-080	116-080	116-153	116-105
S2	115-315	115-315	116-140
S3	115-180	115-265	116-128
S4	115-045	115-130	116-091

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	116-180	115-202	0-298	0.8%	0-129	0.3%	95%	True	False	543,683
10	116-180	115-087	1-093	1.1%	0-153	0.4%	96%	True	False	467,033
20	116-180	113-265	2-235	2.3%	0-182	0.5%	98%	True	False	445,754
40	116-235	113-265	2-290	2.5%	0-199	0.5%	92%	False	False	407,618
60	116-235	112-125	4-110	3.7%	0-196	0.5%	95%	False	False	387,634
80	117-030	112-125	4-225	4.0%	0-195	0.5%	88%	False	False	333,873
100	117-250	112-125	5-125	4.6%	0-176	0.5%	77%	False	False	267,190

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	0-043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-114
2.618	117-213
1.618	117-078
1.000	116-315
0.618	116-263
HIGH	116-180
0.618	116-128
0.500	116-112
0.382	116-097
LOW	116-045
0.618	115-282
1.000	115-230
1.618	115-147
2.618	115-012
4.250	114-111

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	116-148	116-128
PP	116-130	116-091
S1	116-112	116-054

Download as Excel Spreadsheet

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

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