ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	115-280	115-172	-0-108	-0.3%	115-180
High	116-000	115-200	-0-120	-0.3%	116-060
Low	115-160	115-072	-0-088	-0.2%	115-060
Close	115-190	115-132	-0-058	-0.2%	115-287
Range	0-160	0-128	-0-032	-20.0%	1-000
ATR	0-160	0-158	-0-002	-1.4%	0-000
Volume	355,840	294,346	-61,494	-17.3%	1,429,520

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-199	116-133	115-202
R3	116-071	116-005	115-167
R2	115-263	115-263	115-155
R1	115-197	115-197	115-144	115-166
PP	115-135	115-135	115-135	115-119
S1	115-069	115-069	115-120	115-038
S2	115-007	115-007	115-109
S3	114-199	114-261	115-097
S4	114-071	114-133	115-062

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%	0-145	0.4%	23%	False	False	342,434
10	116-060	115-017	1-043	1.0%	0-143	0.4%	32%	False	False	356,748
20	116-060	113-310	2-070	1.9%	0-147	0.4%	65%	False	False	240,450

Crabel Price Patterns
NR	True
NR4	True
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	0-038
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-104
2.618	116-215
1.618	116-087
1.000	116-008
0.618	115-279
HIGH	115-200
0.618	115-151
0.500	115-136
0.382	115-121
LOW	115-072
0.618	114-313
1.000	114-264
1.618	114-185
2.618	114-057
4.250	113-168

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	115-136	115-226
PP	115-135	115-195
S1	115-133	115-163

Download as Excel Spreadsheet

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

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