ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	114-260	114-300	0-040	0.1%	114-050
High	115-000	115-095	0-095	0.3%	115-000
Low	114-170	114-282	0-112	0.3%	113-310
Close	114-290	115-080	0-110	0.3%	114-290
Range	0-150	0-133	-0-017	-11.3%	1-010
ATR	0-178	0-175	-0-003	-1.8%	0-000
Volume	334,170	243,449	-90,721	-27.1%	917,531

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-125	116-075	115-153
R3	115-312	115-262	115-117
R2	115-179	115-179	115-104
R1	115-129	115-129	115-092	115-154
PP	115-046	115-046	115-046	115-058
S1	114-316	114-316	115-068	115-021
S2	114-233	114-233	115-056
S3	114-100	114-183	115-043
S4	113-287	114-050	115-007

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-230	117-110	115-152
R3	116-220	116-100	115-061
R2	115-210	115-210	115-030
R1	115-090	115-090	115-000	115-150
PP	114-200	114-200	114-200	114-230
S1	114-080	114-080	114-260	114-140
S2	113-190	113-190	114-230
S3	112-180	113-070	114-199
S4	111-170	112-060	114-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-095	114-100	0-315	0.9%	0-129	0.3%	95%	True	False	224,512
10	115-095	113-310	1-105	1.2%	0-150	0.4%	96%	True	False	124,152
20	115-095	112-130	2-285	2.5%	0-171	0.5%	98%	True	False	64,009

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	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-020
2.618	116-123
1.618	115-310
1.000	115-228
0.618	115-177
HIGH	115-095
0.618	115-044
0.500	115-028
0.382	115-013
LOW	114-282
0.618	114-200
1.000	114-149
1.618	114-067
2.618	113-254
4.250	113-037

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	115-063	115-041
PP	115-046	115-002
S1	115-028	114-282

Download as Excel Spreadsheet

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

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