ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	116-245	116-207	-0-038	-0.1%	116-087
High	116-297	116-242	-0-055	-0.1%	117-062
Low	116-190	116-150	-0-040	-0.1%	116-045
Close	116-222	116-222	0-000	0.0%	116-230
Range	0-107	0-092	-0-015	-14.0%	1-017
ATR	0-166	0-160	-0-005	-3.2%	0-000
Volume	18,039	24,135	6,096	33.8%	613,073

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-161	117-123	116-273
R3	117-069	117-031	116-247
R2	116-297	116-297	116-239
R1	116-259	116-259	116-230	116-278
PP	116-205	116-205	116-205	116-214
S1	116-167	116-167	116-214	116-186
S2	116-113	116-113	116-205
S3	116-021	116-075	116-197
S4	115-249	115-303	116-171

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-270	119-107	117-095
R3	118-253	118-090	117-003
R2	117-236	117-236	116-292
R1	117-073	117-073	116-261	117-154
PP	116-219	116-219	116-219	116-260
S1	116-056	116-056	116-199	116-138
S2	115-202	115-202	116-168
S3	114-185	115-039	116-137
S4	113-168	114-022	116-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-062	116-150	0-232	0.6%	0-109	0.3%	31%	False	True	30,435
10	117-062	115-247	1-135	1.2%	0-126	0.3%	65%	False	False	249,096
20	117-062	114-115	2-267	2.4%	0-157	0.4%	82%	False	False	330,716
40	117-062	113-265	3-117	2.9%	0-191	0.5%	85%	False	False	366,329
60	117-062	113-010	4-052	3.6%	0-190	0.5%	88%	False	False	352,003
80	117-062	112-125	4-257	4.1%	0-195	0.5%	90%	False	False	336,630
100	117-150	112-125	5-025	4.4%	0-180	0.5%	85%	False	False	269,555

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	0-040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-313
2.618	117-163
1.618	117-071
1.000	117-014
0.618	116-299
HIGH	116-242
0.618	116-207
0.500	116-196
0.382	116-185
LOW	116-150
0.618	116-093
1.000	116-058
1.618	116-001
2.618	115-229
4.250	115-079

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	116-213	116-248
PP	116-205	116-240
S1	116-196	116-231

Download as Excel Spreadsheet

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

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