ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	115-020	114-050	-0-290	-0.8%	114-160
High	115-030	114-180	-0-170	-0.5%	115-030
Low	114-030	113-310	-0-040	-0.1%	114-030
Close	114-050	114-150	0-100	0.3%	114-050
Range	1-000	0-190	-0-130	-40.6%	1-000
ATR	0-196	0-195	0-000	-0.2%	0-000
Volume	31,277	38,418	7,141	22.8%	86,056

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-037	115-283	114-254
R3	115-167	115-093	114-202
R2	114-297	114-297	114-185
R1	114-223	114-223	114-167	114-260
PP	114-107	114-107	114-107	114-125
S1	114-033	114-033	114-133	114-070
S2	113-237	113-237	114-115
S3	113-047	113-163	114-098
S4	112-177	112-293	114-046

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-143	116-257	114-226
R3	116-143	115-257	114-138
R2	115-143	115-143	114-109
R1	114-257	114-257	114-079	114-200
PP	114-143	114-143	114-143	114-115
S1	113-257	113-257	114-021	113-200
S2	113-143	113-143	113-311
S3	112-143	112-257	113-282
S4	111-143	111-257	113-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-030	113-310	1-040	1.0%	0-172	0.5%	44%	False	True	23,792
10	115-030	112-300	2-050	1.9%	0-177	0.5%	71%	False	False	14,793
20	115-030	112-130	2-220	2.3%	0-179	0.5%	77%	False	False	8,514

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-028
2.618	116-037
1.618	115-167
1.000	115-050
0.618	114-297
HIGH	114-180
0.618	114-107
0.500	114-085
0.382	114-063
LOW	113-310
0.618	113-193
1.000	113-120
1.618	113-003
2.618	112-133
4.250	111-142

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	114-128	114-170
PP	114-107	114-163
S1	114-085	114-157

Download as Excel Spreadsheet

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

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