ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	115-272	115-280	0-008	0.0%	115-062
High	115-295	116-000	0-025	0.1%	115-295
Low	115-192	115-237	0-045	0.1%	115-000
Close	115-255	115-302	0-047	0.1%	115-255
Range	0-103	0-083	-0-020	-19.4%	0-295
ATR	0-156	0-151	-0-005	-3.3%	0-000
Volume	414,860	358,145	-56,715	-13.7%	1,848,719

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-215	116-182	116-028
R3	116-132	116-099	116-005
R2	116-049	116-049	115-317
R1	116-016	116-016	115-310	116-032
PP	115-286	115-286	115-286	115-295
S1	115-253	115-253	115-294	115-270
S2	115-203	115-203	115-287
S3	115-120	115-170	115-279
S4	115-037	115-087	115-256

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-108	117-317	116-097
R3	117-133	117-022	116-016
R2	116-158	116-158	115-309
R1	116-047	116-047	115-282	116-102
PP	115-183	115-183	115-183	115-211
S1	115-072	115-072	115-228	115-128
S2	114-208	114-208	115-201
S3	113-233	114-097	115-174
S4	112-258	113-122	115-093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-000	115-000	1-000	0.9%	0-125	0.3%	94%	True	False	382,544
10	116-000	114-315	1-005	0.9%	0-148	0.4%	94%	True	False	390,210
20	116-060	114-282	1-098	1.1%	0-146	0.4%	81%	False	False	370,934
40	116-060	112-130	3-250	3.3%	0-160	0.4%	94%	False	False	211,385

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	117-033
2.618	116-217
1.618	116-134
1.000	116-083
0.618	116-051
HIGH	116-000
0.618	115-288
0.500	115-278
0.382	115-269
LOW	115-237
0.618	115-186
1.000	115-154
1.618	115-103
2.618	115-020
4.250	114-204

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	115-294	115-281
PP	115-286	115-261
S1	115-278	115-240

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

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