ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	114-020	114-160	0-140	0.4%	112-190
High	114-190	114-250	0-060	0.2%	114-190
Low	113-300	114-160	0-180	0.5%	112-150
Close	114-090	114-230	0-140	0.4%	114-090
Range	0-210	0-090	-0-120	-57.1%	2-040
ATR	0-205	0-202	-0-003	-1.6%	0-000
Volume	3,232	5,511	2,279	70.5%	24,840

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-163	115-127	114-280
R3	115-073	115-037	114-255
R2	114-303	114-303	114-246
R1	114-267	114-267	114-238	114-285
PP	114-213	114-213	114-213	114-222
S1	114-177	114-177	114-222	114-195
S2	114-123	114-123	114-214
S3	114-033	114-087	114-205
S4	113-263	113-317	114-180

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	114-250	112-300	1-270	1.6%	0-182	0.5%	97%	True	False	5,793
10	114-250	112-130	2-120	2.1%	0-192	0.5%	97%	True	False	3,866

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	115-312
2.618	115-166
1.618	115-076
1.000	115-020
0.618	114-306
HIGH	114-250
0.618	114-216
0.500	114-205
0.382	114-194
LOW	114-160
0.618	114-104
1.000	114-070
1.618	114-014
2.618	113-244
4.250	113-098

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	114-222	114-153
PP	114-213	114-077
S1	114-205	114-000

Download as Excel Spreadsheet

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

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