ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	113-130	114-020	0-210	0.6%	112-190
High	114-020	114-190	0-170	0.5%	114-190
Low	113-070	113-300	0-230	0.6%	112-150
Close	114-000	114-090	0-090	0.2%	114-090
Range	0-270	0-210	-0-060	-22.2%	2-040
ATR	0-204	0-205	0-000	0.2%	0-000
Volume	7,219	3,232	-3,987	-55.2%	24,840

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-077	115-293	114-206
R3	115-187	115-083	114-148
R2	114-297	114-297	114-128
R1	114-193	114-193	114-109	114-245
PP	114-087	114-087	114-087	114-112
S1	113-303	113-303	114-071	114-035
S2	113-197	113-197	114-052
S3	112-307	113-093	114-032
S4	112-097	112-203	113-294

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-050	119-110	115-144
R3	118-010	117-070	114-277
R2	115-290	115-290	114-215
R1	115-030	115-030	114-152	115-160
PP	113-250	113-250	113-250	113-315
S1	112-310	112-310	114-028	113-120
S2	111-210	111-210	113-285
S3	109-170	110-270	113-223
S4	107-130	108-230	113-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-190	112-150	2-040	1.9%	0-206	0.6%	85%	True	False	4,968
10	114-190	112-130	2-060	1.9%	0-201	0.5%	86%	True	False	3,315

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-122
2.618	116-100
1.618	115-210
1.000	115-080
0.618	115-000
HIGH	114-190
0.618	114-110
0.500	114-085
0.382	114-060
LOW	113-300
0.618	113-170
1.000	113-090
1.618	112-280
2.618	112-070
4.250	111-048

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	114-088	114-040
PP	114-087	113-310
S1	114-085	113-260

Download as Excel Spreadsheet

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

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