ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	114-050	114-160	0-110	0.3%	114-160
High	114-180	114-230	0-050	0.1%	115-030
Low	113-310	114-100	0-110	0.3%	114-030
Close	114-150	114-210	0-060	0.2%	114-050
Range	0-190	0-130	-0-060	-31.6%	1-000
ATR	0-195	0-191	-0-005	-2.4%	0-000
Volume	38,418	106,926	68,508	178.3%	86,056

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-250	115-200	114-282
R3	115-120	115-070	114-246
R2	114-310	114-310	114-234
R1	114-260	114-260	114-222	114-285
PP	114-180	114-180	114-180	114-192
S1	114-130	114-130	114-198	114-155
S2	114-050	114-050	114-186
S3	113-240	114-000	114-174
S4	113-110	113-190	114-138

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%	0-182	0.5%	61%	False	False	42,681
10	115-030	113-010	2-020	1.8%	0-174	0.5%	79%	False	False	25,427
20	115-030	112-130	2-220	2.3%	0-176	0.5%	84%	False	False	13,860

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 3 trading days

Fibonacci Retracements and Extensions
4.250	116-142
2.618	115-250
1.618	115-120
1.000	115-040
0.618	114-310
HIGH	114-230
0.618	114-180
0.500	114-165
0.382	114-150
LOW	114-100
0.618	114-020
1.000	113-290
1.618	113-210
2.618	113-080
4.250	112-188

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	114-195	114-197
PP	114-180	114-183
S1	114-165	114-170

Download as Excel Spreadsheet

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

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