ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	116-207	116-220	0-013	0.0%	116-087
High	116-242	117-072	0-150	0.4%	117-062
Low	116-150	116-202	0-052	0.1%	116-045
Close	116-222	117-035	0-133	0.4%	116-230
Range	0-092	0-190	0-098	106.5%	1-017
ATR	0-160	0-163	0-002	1.3%	0-000
Volume	24,135	16,681	-7,454	-30.9%	613,073

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-246	118-171	117-140
R3	118-056	117-301	117-087
R2	117-186	117-186	117-070
R1	117-111	117-111	117-052	117-148
PP	116-316	116-316	116-316	117-015
S1	116-241	116-241	117-018	116-278
S2	116-126	116-126	117-000
S3	115-256	116-051	116-303
S4	115-066	115-181	116-250

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	117-072	116-150	0-242	0.6%	0-120	0.3%	85%	True	False	21,194
10	117-072	115-247	1-145	1.2%	0-137	0.4%	92%	True	False	193,496
20	117-072	114-177	2-215	2.3%	0-156	0.4%	96%	True	False	310,975
40	117-072	113-265	3-127	2.9%	0-188	0.5%	97%	True	False	357,285
60	117-072	113-010	4-062	3.6%	0-189	0.5%	97%	True	False	347,136
80	117-072	112-125	4-267	4.1%	0-195	0.5%	98%	True	False	336,793
100	117-150	112-125	5-025	4.3%	0-181	0.5%	93%	False	False	269,718

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-240
2.618	118-249
1.618	118-059
1.000	117-262
0.618	117-189
HIGH	117-072
0.618	116-319
0.500	116-297
0.382	116-275
LOW	116-202
0.618	116-085
1.000	116-012
1.618	115-215
2.618	115-025
4.250	114-034

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	117-016	117-007
PP	116-316	116-299
S1	116-297	116-271

Download as Excel Spreadsheet

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

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