ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	115-120	115-200	0-080	0.2%	115-280
High	115-215	115-285	0-070	0.2%	116-000
Low	115-040	115-160	0-120	0.3%	114-315
Close	115-200	115-257	0-057	0.2%	115-042
Range	0-175	0-125	-0-050	-28.6%	1-005
ATR	0-163	0-160	-0-003	-1.7%	0-000
Volume	331,834	467,227	135,393	40.8%	2,051,078

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-289	116-238	116-006
R3	116-164	116-113	115-291
R2	116-039	116-039	115-280
R1	115-308	115-308	115-268	116-014
PP	115-234	115-234	115-234	115-247
S1	115-183	115-183	115-246	115-208
S2	115-109	115-109	115-234
S3	114-304	115-058	115-223
S4	114-179	114-253	115-188

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	115-285	115-000	0-285	0.8%	0-150	0.4%	90%	True	False	386,227
10	116-060	114-315	1-065	1.0%	0-159	0.4%	68%	False	False	390,062
20	116-060	114-150	1-230	1.5%	0-152	0.4%	78%	False	False	360,350
40	116-060	112-130	3-250	3.3%	0-160	0.4%	90%	False	False	192,364

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-053
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	117-176
2.618	116-292
1.618	116-167
1.000	116-090
0.618	116-042
HIGH	115-285
0.618	115-237
0.500	115-222
0.382	115-208
LOW	115-160
0.618	115-083
1.000	115-035
1.618	114-278
2.618	114-153
4.250	113-269

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	115-246	115-219
PP	115-234	115-181
S1	115-222	115-142

Download as Excel Spreadsheet

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

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