ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	112-160	112-190	0-030	0.1%	113-220
High	113-090	113-040	-0-050	-0.1%	113-220
Low	112-130	112-150	0-020	0.1%	112-130
Close	112-190	113-020	0-150	0.4%	112-190
Range	0-280	0-210	-0-070	-25.0%	1-090
ATR
Volume	5,671	1,383	-4,288	-75.6%	8,314

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-273	114-197	113-136
R3	114-063	113-307	113-078
R2	113-173	113-173	113-058
R1	113-097	113-097	113-039	113-135
PP	112-283	112-283	112-283	112-302
S1	112-207	112-207	113-001	112-245
S2	112-073	112-073	112-302
S3	111-183	111-317	112-282
S4	110-293	111-107	112-224

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	113-200	112-130	1-070	1.1%	0-202	0.6%	54%	False	False	1,939
10	114-050	112-130	1-240	1.5%	0-181	0.5%	38%	False	False	2,236

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-292
2.618	114-270
1.618	114-060
1.000	113-250
0.618	113-170
HIGH	113-040
0.618	112-280
0.500	112-255
0.382	112-230
LOW	112-150
0.618	112-020
1.000	111-260
1.618	111-130
2.618	110-240
4.250	109-218

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	112-312	112-318
PP	112-283	112-297
S1	112-255	112-275

Download as Excel Spreadsheet

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

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