ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	114-160	114-230	0-070	0.2%	114-160
High	114-230	114-250	0-020	0.1%	115-030
Low	114-100	114-180	0-080	0.2%	114-030
Close	114-210	114-240	0-030	0.1%	114-050
Range	0-130	0-070	-0-060	-46.2%	1-000
ATR	0-191	0-182	-0-009	-4.5%	0-000
Volume	106,926	210,862	103,936	97.2%	86,056

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-113	115-087	114-278
R3	115-043	115-017	114-259
R2	114-293	114-293	114-253
R1	114-267	114-267	114-246	114-280
PP	114-223	114-223	114-223	114-230
S1	114-197	114-197	114-234	114-210
S2	114-153	114-153	114-227
S3	114-083	114-127	114-221
S4	114-013	114-057	114-202

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%	0-164	0.4%	69%	False	False	82,603
10	115-030	113-070	1-280	1.6%	0-163	0.4%	82%	False	False	45,271
20	115-030	112-130	2-220	2.3%	0-167	0.5%	87%	False	False	24,378

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	0-032
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	115-228
2.618	115-113
1.618	115-043
1.000	115-000
0.618	114-293
HIGH	114-250
0.618	114-223
0.500	114-215
0.382	114-207
LOW	114-180
0.618	114-137
1.000	114-110
1.618	114-067
2.618	113-317
4.250	113-202

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	114-232	114-200
PP	114-223	114-160
S1	114-215	114-120

Download as Excel Spreadsheet

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

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