ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	115-172	115-142	-0-030	-0.1%	115-180
High	115-200	115-237	0-037	0.1%	116-060
Low	115-072	115-012	-0-060	-0.2%	115-060
Close	115-132	115-067	-0-065	-0.2%	115-287
Range	0-128	0-225	0-097	75.8%	1-000
ATR	0-158	0-163	0-005	3.0%	0-000
Volume	294,346	381,491	87,145	29.6%	1,429,520

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-140	117-009	115-191
R3	116-235	116-104	115-129
R2	116-010	116-010	115-108
R1	115-199	115-199	115-088	115-152
PP	115-105	115-105	115-105	115-082
S1	114-294	114-294	115-046	114-247
S2	114-200	114-200	115-026
S3	113-295	114-069	115-005
S4	113-070	113-164	114-263

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	115-012	1-048	1.0%	0-167	0.5%	15%	False	True	355,845
10	116-060	115-012	1-048	1.0%	0-144	0.4%	15%	False	True	364,116
20	116-060	113-310	2-070	1.9%	0-154	0.4%	56%	False	False	258,901

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	118-233
2.618	117-186
1.618	116-281
1.000	116-142
0.618	116-056
HIGH	115-237
0.618	115-151
0.500	115-124
0.382	115-098
LOW	115-012
0.618	114-193
1.000	114-107
1.618	113-288
2.618	113-063
4.250	112-016

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	115-124	115-166
PP	115-105	115-133
S1	115-086	115-100

Download as Excel Spreadsheet

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

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