ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	117-052	116-232	-0-140	-0.4%	116-245
High	117-062	116-260	-0-122	-0.3%	117-120
Low	116-242	116-155	-0-087	-0.2%	116-150
Close	116-260	116-207	-0-053	-0.1%	117-037
Range	0-140	0-105	-0-035	-25.0%	0-290
ATR	0-158	0-154	-0-004	-2.4%	0-000
Volume	2,520	5,975	3,455	137.1%	65,971

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-202	117-150	116-265
R3	117-097	117-045	116-236
R2	116-312	116-312	116-226
R1	116-260	116-260	116-217	116-234
PP	116-207	116-207	116-207	116-194
S1	116-155	116-155	116-197	116-128
S2	116-102	116-102	116-188
S3	115-317	116-050	116-178
S4	115-212	115-265	116-149

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%	0-129	0.3%	20%	False	False	11,285
10	117-120	116-100	1-020	0.9%	0-130	0.3%	31%	False	False	26,931
20	117-120	115-087	2-033	1.8%	0-142	0.4%	65%	False	False	246,982
40	117-120	113-265	3-175	3.0%	0-181	0.5%	79%	False	False	327,514
60	117-120	113-110	4-010	3.5%	0-184	0.5%	82%	False	False	327,742
80	117-120	112-125	4-315	4.3%	0-193	0.5%	85%	False	False	335,276
100	117-120	112-125	4-315	4.3%	0-181	0.5%	85%	False	False	269,866

Crabel Price Patterns
NR	True
NR4	True
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	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-066
2.618	117-215
1.618	117-110
1.000	117-045
0.618	117-005
HIGH	116-260
0.618	116-220
0.500	116-208
0.382	116-195
LOW	116-155
0.618	116-090
1.000	116-050
1.618	115-305
2.618	115-200
4.250	115-029

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	116-208	116-298
PP	116-207	116-267
S1	116-207	116-237

Download as Excel Spreadsheet

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

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