ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	115-245	115-180	-0-065	-0.2%	114-300
High	115-275	115-232	-0-043	-0.1%	115-312
Low	115-135	115-115	-0-020	-0.1%	114-282
Close	115-160	115-152	-0-008	0.0%	115-160
Range	0-140	0-117	-0-023	-16.4%	1-030
ATR	0-167	0-164	-0-004	-2.1%	0-000
Volume	272,645	367,533	94,888	34.8%	1,731,232

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-197	116-132	115-216
R3	116-080	116-015	115-184
R2	115-283	115-283	115-173
R1	115-218	115-218	115-163	115-192
PP	115-166	115-166	115-166	115-154
S1	115-101	115-101	115-141	115-075
S2	115-049	115-049	115-131
S3	114-252	114-304	115-120
S4	114-135	114-187	115-088

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-235	118-067	116-032
R3	117-205	117-037	115-256
R2	116-175	116-175	115-224
R1	116-007	116-007	115-192	116-091
PP	115-145	115-145	115-145	115-186
S1	114-297	114-297	115-128	115-061
S2	114-115	114-115	115-096
S3	113-085	113-267	115-064
S4	112-055	112-237	114-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-312	115-017	0-295	0.8%	0-141	0.4%	46%	False	False	371,063
10	115-312	114-100	1-212	1.4%	0-135	0.4%	70%	False	False	297,787
20	115-312	112-300	3-012	2.6%	0-156	0.4%	84%	False	False	156,290

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-089
2.618	116-218
1.618	116-101
1.000	116-029
0.618	115-304
HIGH	115-232
0.618	115-187
0.500	115-174
0.382	115-160
LOW	115-115
0.618	115-043
1.000	114-318
1.618	114-246
2.618	114-129
4.250	113-258

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	115-174	115-205
PP	115-166	115-187
S1	115-159	115-170

Download as Excel Spreadsheet

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

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