ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	116-212	116-140	-0-072	-0.2%	115-280
High	116-215	116-292	0-077	0.2%	117-025
Low	116-125	116-140	0-015	0.0%	115-210
Close	116-167	116-285	0-118	0.3%	116-210
Range	0-090	0-152	0-062	68.9%	1-135
ATR	0-144	0-145	0-001	0.4%	0-000
Volume	353,027	388,487	35,460	10.0%	2,073,861

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-055	118-002	117-049
R3	117-223	117-170	117-007
R2	117-071	117-071	116-313
R1	117-018	117-018	116-299	117-044
PP	116-239	116-239	116-239	116-252
S1	116-186	116-186	116-271	116-212
S2	116-087	116-087	116-257
S3	115-255	116-034	116-243
S4	115-103	115-202	116-201

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	116-017	1-008	0.9%	0-145	0.4%	82%	False	False	486,906
10	117-025	115-160	1-185	1.4%	0-127	0.3%	88%	False	False	428,831
20	117-025	114-315	2-030	1.8%	0-146	0.4%	91%	False	False	402,678
40	117-025	113-010	4-015	3.5%	0-150	0.4%	95%	False	False	287,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-298
2.618	118-050
1.618	117-218
1.000	117-124
0.618	117-066
HIGH	116-292
0.618	116-234
0.500	116-216
0.382	116-198
LOW	116-140
0.618	116-046
1.000	115-308
1.618	115-214
2.618	115-062
4.250	114-134

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	116-262	116-260
PP	116-239	116-234
S1	116-216	116-208

Download as Excel Spreadsheet

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

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