ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	116-152	116-285	0-133	0.4%	115-140
High	116-297	117-062	0-085	0.2%	116-090
Low	116-100	116-247	0-147	0.4%	115-087
Close	116-272	117-047	0-095	0.3%	116-052
Range	0-197	0-135	-0-062	-31.5%	1-003
ATR	0-183	0-180	-0-003	-1.9%	0-000
Volume	84,848	62,888	-21,960	-25.9%	2,726,066

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-097	118-047	117-121
R3	117-282	117-232	117-084
R2	117-147	117-147	117-072
R1	117-097	117-097	117-059	117-122
PP	117-012	117-012	117-012	117-024
S1	116-282	116-282	117-035	116-307
S2	116-197	116-197	117-022
S3	116-062	116-147	117-010
S4	115-247	116-012	116-293

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	117-062	115-247	1-135	1.2%	0-154	0.4%	97%	True	False	365,797
10	117-062	115-087	1-295	1.6%	0-161	0.4%	98%	True	False	413,643
20	117-062	113-265	3-117	2.9%	0-178	0.5%	99%	True	False	410,262
40	117-062	113-265	3-117	2.9%	0-198	0.5%	99%	True	False	398,352
60	117-062	112-130	4-252	4.1%	0-195	0.5%	99%	True	False	373,749
80	117-062	112-125	4-257	4.1%	0-196	0.5%	99%	True	False	335,640
100	117-250	112-125	5-125	4.6%	0-178	0.5%	88%	False	False	268,662

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	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-316
2.618	118-095
1.618	117-280
1.000	117-197
0.618	117-145
HIGH	117-062
0.618	117-010
0.500	116-314
0.382	116-299
LOW	116-247
0.618	116-164
1.000	116-112
1.618	116-029
2.618	115-214
4.250	114-313

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	117-030	116-316
PP	117-012	116-265
S1	116-314	116-214

Download as Excel Spreadsheet

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

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