ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	112-300	112-160	-0-140	-0.4%	113-220
High	113-100	113-090	-0-010	0.0%	113-220
Low	112-300	112-130	-0-170	-0.5%	112-130
Close	113-060	112-190	-0-190	-0.5%	112-190
Range	0-120	0-280	0-160	133.3%	1-090
ATR
Volume	560	5,671	5,111	912.7%	8,314

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-123	114-277	113-024
R3	114-163	113-317	112-267
R2	113-203	113-203	112-241
R1	113-037	113-037	112-216	113-120
PP	112-243	112-243	112-243	112-285
S1	112-077	112-077	112-164	112-160
S2	111-283	111-283	112-139
S3	111-003	111-117	112-113
S4	110-043	110-157	112-036

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-237	115-303	113-096
R3	115-147	114-213	112-303
R2	114-057	114-057	112-265
R1	113-123	113-123	112-228	113-045
PP	112-287	112-287	112-287	112-248
S1	112-033	112-033	112-152	111-275
S2	111-197	111-197	112-115
S3	110-107	110-263	112-077
S4	109-017	109-173	111-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-220	112-130	1-090	1.1%	0-196	0.5%	15%	False	True	1,662
10	114-050	112-130	1-240	1.6%	0-170	0.5%	11%	False	True	2,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	117-000
2.618	115-183
1.618	114-223
1.000	114-050
0.618	113-263
HIGH	113-090
0.618	112-303
0.500	112-270
0.382	112-237
LOW	112-130
0.618	111-277
1.000	111-170
1.618	110-317
2.618	110-037
4.250	108-220

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	112-270	113-000
PP	112-243	112-277
S1	112-217	112-233

Download as Excel Spreadsheet

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

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