ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	115-280	115-317	0-037	0.1%	115-062
High	116-000	116-002	0-002	0.0%	115-295
Low	115-237	115-210	-0-027	-0.1%	115-000
Close	115-302	115-302	0-000	0.0%	115-255
Range	0-083	0-112	0-029	34.9%	0-295
ATR	0-151	0-148	-0-003	-1.8%	0-000
Volume	358,145	246,304	-111,841	-31.2%	1,848,719

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-294	116-250	116-044
R3	116-182	116-138	116-013
R2	116-070	116-070	116-003
R1	116-026	116-026	115-312	115-312
PP	115-278	115-278	115-278	115-261
S1	115-234	115-234	115-292	115-200
S2	115-166	115-166	115-281
S3	115-054	115-122	115-271
S4	114-262	115-010	115-240

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	116-002	115-040	0-282	0.8%	0-120	0.3%	93%	True	False	363,674
10	116-002	114-315	1-007	0.9%	0-147	0.4%	94%	True	False	385,406
20	116-060	114-315	1-065	1.0%	0-145	0.4%	80%	False	False	371,077
40	116-060	112-130	3-250	3.3%	0-158	0.4%	94%	False	False	217,543

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-158
2.618	116-295
1.618	116-183
1.000	116-114
0.618	116-071
HIGH	116-002
0.618	115-279
0.500	115-266
0.382	115-253
LOW	115-210
0.618	115-141
1.000	115-098
1.618	115-029
2.618	114-237
4.250	114-054

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	115-290	115-287
PP	115-278	115-272
S1	115-266	115-257

Download as Excel Spreadsheet

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

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