ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 05-Oct-2009

Day Change Summary
	Previous	Current
	02-Oct-2009	05-Oct-2009	Change	Change %	Previous Week
Open	116-250	116-210	-0-040	-0.1%	115-280
High	117-025	116-280	-0-065	-0.2%	117-025
Low	116-185	116-187	0-002	0.0%	115-210
Close	116-210	116-192	-0-018	0.0%	116-210
Range	0-160	0-093	-0-067	-41.9%	1-135
ATR	0-153	0-149	-0-004	-2.8%	0-000
Volume	558,512	590,852	32,340	5.8%	2,073,861

Daily Pivots for day following 05-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-179	117-118	116-243
R3	117-086	117-025	116-218
R2	116-313	116-313	116-209
R1	116-252	116-252	116-201	116-236
PP	116-220	116-220	116-220	116-212
S1	116-159	116-159	116-183	116-143
S2	116-127	116-127	116-175
S3	116-034	116-066	116-166
S4	115-261	115-293	116-141

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-233	120-037	117-140
R3	119-098	118-222	117-015
R2	117-283	117-283	116-293
R1	117-087	117-087	116-252	117-185
PP	116-148	116-148	116-148	116-198
S1	115-272	115-272	116-168	116-050
S2	115-013	115-013	116-127
S3	113-198	114-137	116-085
S4	112-063	113-002	115-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-025	115-210	1-135	1.2%	0-144	0.4%	66%	False	False	461,313
10	117-025	115-000	2-025	1.8%	0-134	0.4%	77%	False	False	421,929
20	117-025	114-315	2-030	1.8%	0-146	0.4%	77%	False	False	399,701
40	117-025	112-150	4-195	4.0%	0-153	0.4%	90%	False	False	268,842

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-035
2.618	117-203
1.618	117-110
1.000	117-053
0.618	117-017
HIGH	116-280
0.618	116-244
0.500	116-234
0.382	116-223
LOW	116-187
0.618	116-130
1.000	116-094
1.618	116-037
2.618	115-264
4.250	115-112

Fisher Pivots for day following 05-Oct-2009
Pivot	1 day	3 day
R1	116-234	116-188
PP	116-220	116-185
S1	116-206	116-181

Download as Excel Spreadsheet

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

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