ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	115-305	116-035	0-050	0.1%	115-062
High	116-042	116-247	0-205	0.6%	115-295
Low	115-237	116-017	0-100	0.3%	115-000
Close	116-030	116-225	0-195	0.5%	115-255
Range	0-125	0-230	0-105	84.0%	0-295
ATR	0-146	0-152	0-006	4.1%	0-000
Volume	367,246	543,654	176,408	48.0%	1,848,719

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-213	118-129	117-032
R3	117-303	117-219	116-288
R2	117-073	117-073	116-267
R1	116-309	116-309	116-246	117-031
PP	116-163	116-163	116-163	116-184
S1	116-079	116-079	116-204	116-121
S2	115-253	115-253	116-183
S3	115-023	115-169	116-162
S4	114-113	114-259	116-098

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	116-247	115-192	1-055	1.0%	0-131	0.3%	94%	True	False	386,041
10	116-247	115-000	1-247	1.5%	0-140	0.4%	96%	True	False	386,134
20	116-247	114-315	1-252	1.5%	0-145	0.4%	96%	True	False	377,790
40	116-247	112-130	4-117	3.7%	0-157	0.4%	98%	True	False	240,263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	119-264
2.618	118-209
1.618	117-299
1.000	117-157
0.618	117-069
HIGH	116-247
0.618	116-159
0.500	116-132
0.382	116-105
LOW	116-017
0.618	115-195
1.000	115-107
1.618	114-285
2.618	114-055
4.250	113-000

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	116-194	116-173
PP	116-163	116-121
S1	116-132	116-068

Download as Excel Spreadsheet

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

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