ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	116-210	116-212	0-002	0.0%	115-280
High	116-280	116-215	-0-065	-0.2%	117-025
Low	116-187	116-125	-0-062	-0.2%	115-210
Close	116-192	116-167	-0-025	-0.1%	116-210
Range	0-093	0-090	-0-003	-3.2%	1-135
ATR	0-149	0-144	-0-004	-2.8%	0-000
Volume	590,852	353,027	-237,825	-40.3%	2,073,861

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-119	117-073	116-216
R3	117-029	116-303	116-192
R2	116-259	116-259	116-184
R1	116-213	116-213	116-175	116-191
PP	116-169	116-169	116-169	116-158
S1	116-123	116-123	116-159	116-101
S2	116-079	116-079	116-150
S3	115-309	116-033	116-142
S4	115-219	115-263	116-118

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	115-237	1-108	1.1%	0-140	0.4%	58%	False	False	482,658
10	117-025	115-040	1-305	1.7%	0-130	0.3%	72%	False	False	423,166
20	117-025	114-315	2-030	1.8%	0-144	0.4%	73%	False	False	398,976
40	117-025	112-300	4-045	3.6%	0-150	0.4%	87%	False	False	277,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-278
2.618	117-131
1.618	117-041
1.000	116-305
0.618	116-271
HIGH	116-215
0.618	116-181
0.500	116-170
0.382	116-159
LOW	116-125
0.618	116-069
1.000	116-035
1.618	115-299
2.618	115-209
4.250	115-062

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	116-170	116-235
PP	116-169	116-212
S1	116-168	116-190

Download as Excel Spreadsheet

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

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