ECBOT 5 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	116-100	116-217	0-117	0.3%	117-052
High	116-267	116-217	-0-050	-0.1%	117-062
Low	116-100	116-120	0-020	0.1%	116-100
Close	116-245	116-120	-0-125	-0.3%	116-120
Range	0-167	0-097	-0-070	-41.9%	0-282
ATR	0-159	0-156	-0-002	-1.5%	0-000
Volume	10,013	14,475	4,462	44.6%	46,074

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-123	117-059	116-173
R3	117-026	116-282	116-147
R2	116-249	116-249	116-138
R1	116-185	116-185	116-129	116-168
PP	116-152	116-152	116-152	116-144
S1	116-088	116-088	116-111	116-072
S2	116-055	116-055	116-102
S3	115-278	115-311	116-093
S4	115-181	115-214	116-067

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-087	118-225	116-275
R3	118-125	117-263	116-198
R2	117-163	117-163	116-172
R1	116-301	116-301	116-146	116-251
PP	116-201	116-201	116-201	116-176
S1	116-019	116-019	116-094	115-289
S2	115-239	115-239	116-068
S3	114-277	115-057	116-042
S4	113-315	114-095	115-285

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-062	116-100	0-282	0.8%	0-144	0.4%	7%	False	False	9,214
10	117-120	116-100	1-020	0.9%	0-136	0.4%	6%	False	False	12,599
20	117-120	115-087	2-033	1.8%	0-146	0.4%	52%	False	False	190,609
40	117-120	113-265	3-175	3.0%	0-173	0.5%	72%	False	False	301,887
60	117-120	113-220	3-220	3.2%	0-183	0.5%	73%	False	False	314,830
80	117-120	112-125	4-315	4.3%	0-190	0.5%	80%	False	False	329,195
100	117-120	112-125	4-315	4.3%	0-182	0.5%	80%	False	False	270,231

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	117-309
2.618	117-151
1.618	117-054
1.000	116-314
0.618	116-277
HIGH	116-217
0.618	116-180
0.500	116-168
0.382	116-157
LOW	116-120
0.618	116-060
1.000	116-023
1.618	115-283
2.618	115-186
4.250	115-028

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	116-168	116-208
PP	116-152	116-178
S1	116-136	116-149

Download as Excel Spreadsheet

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

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