ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	113-160	113-130	-0-030	-0.1%	113-220
High	113-190	114-020	0-150	0.4%	113-220
Low	113-010	113-070	0-060	0.2%	112-130
Close	113-170	114-000	0-150	0.4%	112-190
Range	0-180	0-270	0-090	50.0%	1-090
ATR	0-199	0-204	0-005	2.5%	0-000
Volume	12,420	7,219	-5,201	-41.9%	8,314

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-093	115-317	114-148
R3	115-143	115-047	114-074
R2	114-193	114-193	114-050
R1	114-097	114-097	114-025	114-145
PP	113-243	113-243	113-243	113-268
S1	113-147	113-147	113-295	113-195
S2	112-293	112-293	113-270
S3	112-023	112-197	113-246
S4	111-073	111-247	113-172

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	114-020	112-130	1-210	1.5%	0-220	0.6%	96%	True	False	5,455
10	114-050	112-130	1-240	1.5%	0-184	0.5%	91%	False	False	2,992

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-208
2.618	116-087
1.618	115-137
1.000	114-290
0.618	114-187
HIGH	114-020
0.618	113-237
0.500	113-205
0.382	113-173
LOW	113-070
0.618	112-223
1.000	112-120
1.618	111-273
2.618	111-003
4.250	109-202

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	113-282	113-267
PP	113-243	113-213
S1	113-205	113-160

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols