ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	115-062	115-065	0-003	0.0%	115-280
High	115-157	115-137	-0-020	-0.1%	116-000
Low	115-030	115-000	-0-030	-0.1%	114-315
Close	115-042	115-105	0-063	0.2%	115-042
Range	0-127	0-137	0-010	7.9%	1-005
ATR	0-164	0-162	-0-002	-1.2%	0-000
Volume	294,142	340,656	46,514	15.8%	2,051,078

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-172	116-115	115-180
R3	116-035	115-298	115-143
R2	115-218	115-218	115-130
R1	115-161	115-161	115-118	115-190
PP	115-081	115-081	115-081	115-095
S1	115-024	115-024	115-092	115-052
S2	114-264	114-264	115-080
S3	114-127	114-207	115-067
S4	113-310	114-070	115-030

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%	0-174	0.5%	45%	False	False	407,138
10	116-060	114-315	1-065	1.0%	0-159	0.4%	29%	False	False	374,786
20	116-060	114-100	1-280	1.6%	0-147	0.4%	54%	False	False	336,287
40	116-060	112-130	3-250	3.3%	0-163	0.4%	77%	False	False	172,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-079
2.618	116-176
1.618	116-039
1.000	115-274
0.618	115-222
HIGH	115-137
0.618	115-085
0.500	115-068
0.382	115-052
LOW	115-000
0.618	114-235
1.000	114-183
1.618	114-098
2.618	113-281
4.250	113-058

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	115-093	115-106
PP	115-081	115-106
S1	115-068	115-105

Download as Excel Spreadsheet

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

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