ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	116-232	116-202	-0-030	-0.1%	116-245
High	116-260	116-315	0-055	0.1%	117-120
Low	116-155	116-105	-0-050	-0.1%	116-150
Close	116-207	116-142	-0-065	-0.2%	117-037
Range	0-105	0-210	0-105	100.0%	0-290
ATR	0-154	0-158	0-004	2.6%	0-000
Volume	5,975	13,091	7,116	119.1%	65,971

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-177	118-050	116-258
R3	117-287	117-160	116-200
R2	117-077	117-077	116-180
R1	116-270	116-270	116-161	116-228
PP	116-187	116-187	116-187	116-167
S1	116-060	116-060	116-123	116-018
S2	115-297	115-297	116-104
S3	115-087	115-170	116-084
S4	114-197	114-280	116-026

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	116-105	1-015	0.9%	0-153	0.4%	11%	False	True	9,076
10	117-120	116-105	1-015	0.9%	0-131	0.4%	11%	False	True	19,756
20	117-120	115-087	2-033	1.8%	0-148	0.4%	56%	False	False	231,026
40	117-120	113-265	3-175	3.0%	0-178	0.5%	74%	False	False	321,310
60	117-120	113-215	3-225	3.2%	0-185	0.5%	75%	False	False	323,469
80	117-120	112-125	4-315	4.3%	0-193	0.5%	81%	False	False	333,642
100	117-120	112-125	4-315	4.3%	0-182	0.5%	81%	False	False	269,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	119-248
2.618	118-225
1.618	118-015
1.000	117-205
0.618	117-125
HIGH	116-315
0.618	116-235
0.500	116-210
0.382	116-185
LOW	116-105
0.618	115-295
1.000	115-215
1.618	115-085
2.618	114-195
4.250	113-172

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	116-210	116-244
PP	116-187	116-210
S1	116-165	116-176

Download as Excel Spreadsheet

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

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