ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	115-180	115-120	-0-060	-0.2%	114-300
High	115-232	115-175	-0-057	-0.2%	115-312
Low	115-115	115-060	-0-055	-0.1%	114-282
Close	115-152	115-147	-0-005	0.0%	115-160
Range	0-117	0-115	-0-002	-1.7%	1-030
ATR	0-164	0-160	-0-003	-2.1%	0-000
Volume	367,533	314,439	-53,094	-14.4%	1,731,232

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-152	116-105	115-210
R3	116-037	115-310	115-179
R2	115-242	115-242	115-168
R1	115-195	115-195	115-158	115-218
PP	115-127	115-127	115-127	115-139
S1	115-080	115-080	115-136	115-104
S2	115-012	115-012	115-126
S3	114-217	114-285	115-115
S4	114-102	114-170	115-084

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	115-060	0-252	0.7%	0-122	0.3%	35%	False	True	372,388
10	115-312	114-150	1-162	1.3%	0-133	0.4%	66%	False	False	318,539
20	115-312	113-010	2-302	2.5%	0-154	0.4%	82%	False	False	171,983

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-024
2.618	116-156
1.618	116-041
1.000	115-290
0.618	115-246
HIGH	115-175
0.618	115-131
0.500	115-118
0.382	115-104
LOW	115-060
0.618	114-309
1.000	114-265
1.618	114-194
2.618	114-079
4.250	113-211

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	115-137	115-168
PP	115-127	115-161
S1	115-118	115-154

Download as Excel Spreadsheet

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

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