ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	116-220	117-000	0-100	0.3%	116-245
High	117-072	117-120	0-048	0.1%	117-120
Low	116-202	117-000	0-118	0.3%	116-150
Close	117-035	117-037	0-002	0.0%	117-037
Range	0-190	0-120	-0-070	-36.8%	0-290
ATR	0-163	0-159	-0-003	-1.9%	0-000
Volume	16,681	7,116	-9,565	-57.3%	65,971

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-092	118-025	117-103
R3	117-292	117-225	117-070
R2	117-172	117-172	117-059
R1	117-105	117-105	117-048	117-138
PP	117-052	117-052	117-052	117-069
S1	116-305	116-305	117-026	117-018
S2	116-252	116-252	117-015
S3	116-132	116-185	117-004
S4	116-012	116-065	116-291

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-226	119-101	117-196
R3	118-256	118-131	117-117
R2	117-286	117-286	117-090
R1	117-161	117-161	117-064	117-224
PP	116-316	116-316	116-316	117-027
S1	116-191	116-191	117-010	116-254
S2	116-026	116-026	116-304
S3	115-056	115-221	116-277
S4	114-086	114-251	116-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-120	116-150	0-290	0.8%	0-128	0.3%	71%	True	False	15,984
10	117-120	115-265	1-175	1.3%	0-133	0.4%	83%	True	False	136,521
20	117-120	115-077	2-043	1.8%	0-148	0.4%	88%	True	False	292,157
40	117-120	113-265	3-175	3.0%	0-186	0.5%	93%	True	False	345,865
60	117-120	113-010	4-110	3.7%	0-188	0.5%	94%	True	False	342,028
80	117-120	112-125	4-315	4.3%	0-195	0.5%	95%	True	False	336,673
100	117-120	112-125	4-315	4.3%	0-181	0.5%	95%	True	False	269,788

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-310
2.618	118-114
1.618	117-314
1.000	117-240
0.618	117-194
HIGH	117-120
0.618	117-074
0.500	117-060
0.382	117-046
LOW	117-000
0.618	116-246
1.000	116-200
1.618	116-126
2.618	116-006
4.250	115-130

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	117-060	117-016
PP	117-052	116-316
S1	117-045	116-295

Download as Excel Spreadsheet

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

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