ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	115-160	115-062	-0-098	-0.3%	115-280
High	115-212	115-157	-0-055	-0.1%	116-000
Low	115-025	115-030	0-005	0.0%	114-315
Close	115-042	115-042	0-000	0.0%	115-042
Range	0-187	0-127	-0-060	-32.1%	1-005
ATR	0-166	0-164	-0-003	-1.7%	0-000
Volume	497,277	294,142	-203,135	-40.8%	2,051,078

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-137	116-057	115-112
R3	116-010	115-250	115-077
R2	115-203	115-203	115-065
R1	115-123	115-123	115-054	115-100
PP	115-076	115-076	115-076	115-065
S1	114-316	114-316	115-030	114-292
S2	114-269	114-269	115-019
S3	114-142	114-189	115-007
S4	114-015	114-062	114-292

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-134	117-253	115-221
R3	117-129	116-248	115-131
R2	116-124	116-124	115-102
R1	115-243	115-243	115-072	115-181
PP	115-119	115-119	115-119	115-088
S1	114-238	114-238	115-012	114-176
S2	114-114	114-114	114-302
S3	113-109	113-233	114-273
S4	112-104	112-228	114-183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-237	114-315	0-242	0.7%	0-172	0.5%	19%	False	False	397,876
10	116-060	114-315	1-065	1.0%	0-157	0.4%	12%	False	False	377,474
20	116-060	113-310	2-070	1.9%	0-150	0.4%	52%	False	False	321,175
40	116-060	112-130	3-250	3.3%	0-162	0.4%	72%	False	False	163,890

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	117-057
2.618	116-169
1.618	116-042
1.000	115-284
0.618	115-235
HIGH	115-157
0.618	115-108
0.500	115-094
0.382	115-079
LOW	115-030
0.618	114-272
1.000	114-223
1.618	114-145
2.618	114-018
4.250	113-130

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	115-094	115-104
PP	115-076	115-083
S1	115-059	115-062

Download as Excel Spreadsheet

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

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