ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	116-202	116-100	-0-102	-0.3%	116-245
High	116-315	116-267	-0-048	-0.1%	117-120
Low	116-105	116-100	-0-005	0.0%	116-150
Close	116-142	116-245	0-103	0.3%	117-037
Range	0-210	0-167	-0-043	-20.5%	0-290
ATR	0-158	0-159	0-001	0.4%	0-000
Volume	13,091	10,013	-3,078	-23.5%	65,971

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-065	118-002	117-017
R3	117-218	117-155	116-291
R2	117-051	117-051	116-276
R1	116-308	116-308	116-260	117-020
PP	116-204	116-204	116-204	116-220
S1	116-141	116-141	116-230	116-172
S2	116-037	116-037	116-214
S3	115-190	115-294	116-199
S4	115-023	115-127	116-153

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	116-100	1-020	0.9%	0-148	0.4%	43%	False	True	7,743
10	117-120	116-100	1-020	0.9%	0-134	0.4%	43%	False	True	14,468
20	117-120	115-087	2-033	1.8%	0-148	0.4%	71%	False	False	214,056
40	117-120	113-265	3-175	3.0%	0-178	0.5%	83%	False	False	310,058
60	117-120	113-220	3-220	3.2%	0-185	0.5%	83%	False	False	319,539
80	117-120	112-125	4-315	4.3%	0-192	0.5%	88%	False	False	332,070
100	117-120	112-125	4-315	4.3%	0-183	0.5%	88%	False	False	270,087

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	True
Bull Hook	False
Stretch	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-017
2.618	118-064
1.618	117-217
1.000	117-114
0.618	117-050
HIGH	116-267
0.618	116-203
0.500	116-184
0.382	116-164
LOW	116-100
0.618	115-317
1.000	115-253
1.618	115-150
2.618	114-303
4.250	114-030

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	116-224	116-232
PP	116-204	116-220
S1	116-184	116-208

Download as Excel Spreadsheet

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

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