ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	113-000	112-300	-0-020	-0.1%	113-210
High	113-190	113-100	-0-090	-0.2%	114-050
Low	112-280	112-300	0-020	0.1%	113-000
Close	113-020	113-060	0-040	0.1%	114-010
Range	0-230	0-120	-0-110	-47.8%	1-050
ATR
Volume	2,073	560	-1,513	-73.0%	12,892

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-087	114-033	113-126
R3	113-287	113-233	113-093
R2	113-167	113-167	113-082
R1	113-113	113-113	113-071	113-140
PP	113-047	113-047	113-047	113-060
S1	112-313	112-313	113-049	113-020
S2	112-247	112-247	113-038
S3	112-127	112-193	113-027
S4	112-007	112-073	112-314

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-063	116-247	114-214
R3	116-013	115-197	114-112
R2	114-283	114-283	114-078
R1	114-147	114-147	114-044	114-215
PP	113-233	113-233	113-233	113-268
S1	113-097	113-097	113-296	113-165
S2	112-183	112-183	113-262
S3	111-133	112-047	113-228
S4	110-083	110-317	113-126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-050	112-280	1-090	1.1%	0-148	0.4%	24%	False	False	529
10	114-050	112-280	1-090	1.1%	0-149	0.4%	24%	False	False	1,621

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-290
2.618	114-094
1.618	113-294
1.000	113-220
0.618	113-174
HIGH	113-100
0.618	113-054
0.500	113-040
0.382	113-026
LOW	112-300
0.618	112-226
1.000	112-180
1.618	112-106
2.618	111-306
4.250	111-110

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	113-053	113-080
PP	113-047	113-073
S1	113-040	113-067

Download as Excel Spreadsheet

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

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