ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	115-065	115-120	0-055	0.1%	115-280
High	115-137	115-215	0-078	0.2%	116-000
Low	115-000	115-040	0-040	0.1%	114-315
Close	115-105	115-200	0-095	0.3%	115-042
Range	0-137	0-175	0-038	27.7%	1-005
ATR	0-162	0-163	0-001	0.6%	0-000
Volume	340,656	331,834	-8,822	-2.6%	2,051,078

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-037	116-293	115-296
R3	116-182	116-118	115-248
R2	116-007	116-007	115-232
R1	115-263	115-263	115-216	115-295
PP	115-152	115-152	115-152	115-168
S1	115-088	115-088	115-184	115-120
S2	114-297	114-297	115-168
S3	114-122	114-233	115-152
S4	113-267	114-058	115-104

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	115-215	114-315	0-220	0.6%	0-164	0.4%	93%	True	False	397,206
10	116-060	114-315	1-065	1.0%	0-165	0.4%	53%	False	False	376,525
20	116-060	114-150	1-230	1.5%	0-149	0.4%	67%	False	False	347,532
40	116-060	112-130	3-250	3.3%	0-163	0.4%	85%	False	False	180,696

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	0-053
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-319
2.618	117-033
1.618	116-178
1.000	116-070
0.618	116-003
HIGH	115-215
0.618	115-148
0.500	115-128
0.382	115-107
LOW	115-040
0.618	114-252
1.000	114-185
1.618	114-077
2.618	113-222
4.250	112-256

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	115-176	115-169
PP	115-152	115-138
S1	115-128	115-108

Download as Excel Spreadsheet

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

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