ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	115-160	115-280	0-120	0.3%	115-180
High	115-315	116-060	0-065	0.2%	116-060
Low	115-125	115-250	0-125	0.3%	115-060
Close	115-290	115-287	-0-003	0.0%	115-287
Range	0-190	0-130	-0-060	-31.6%	1-000
ATR	0-162	0-160	-0-002	-1.4%	0-000
Volume	331,860	415,688	83,828	25.3%	1,429,520

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-056	116-301	116-038
R3	116-246	116-171	116-003
R2	116-116	116-116	115-311
R1	116-041	116-041	115-299	116-078
PP	115-306	115-306	115-306	116-004
S1	115-231	115-231	115-275	115-268
S2	115-176	115-176	115-263
S3	115-046	115-101	115-251
S4	114-236	114-291	115-216

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-242	118-105	116-143
R3	117-242	117-105	116-055
R2	116-242	116-242	116-026
R1	116-105	116-105	115-316	116-174
PP	115-242	115-242	115-242	115-277
S1	115-105	115-105	115-258	115-174
S2	114-242	114-242	115-228
S3	113-242	114-105	115-199
S4	112-242	113-105	115-111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-060	115-060	1-000	0.9%	0-138	0.4%	71%	True	False	340,433
10	116-060	114-170	1-210	1.4%	0-142	0.4%	82%	True	False	349,492
20	116-060	113-300	2-080	1.9%	0-147	0.4%	87%	True	False	208,378

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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-292
2.618	117-080
1.618	116-270
1.000	116-190
0.618	116-140
HIGH	116-060
0.618	116-010
0.500	115-315
0.382	115-300
LOW	115-250
0.618	115-170
1.000	115-120
1.618	115-040
2.618	114-230
4.250	114-018

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	115-315	115-265
PP	115-306	115-242
S1	115-296	115-220

Download as Excel Spreadsheet

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

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