ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 09-Oct-2009

Day Change Summary
	Previous	Current
	08-Oct-2009	09-Oct-2009	Change	Change %	Previous Week
Open	116-280	116-182	-0-098	-0.3%	116-210
High	116-302	116-195	-0-107	-0.3%	116-302
Low	116-165	115-295	-0-190	-0.5%	115-295
Close	116-190	115-312	-0-198	-0.5%	115-312
Range	0-137	0-220	0-083	60.6%	1-007
ATR	0-144	0-150	0-005	3.7%	0-000
Volume	367,448	428,556	61,108	16.6%	2,128,370

Daily Pivots for day following 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-074	117-253	116-113
R3	117-174	117-033	116-052
R2	116-274	116-274	116-032
R1	116-133	116-133	116-012	116-094
PP	116-054	116-054	116-054	116-034
S1	115-233	115-233	115-292	115-194
S2	115-154	115-154	115-272
S3	114-254	115-013	115-252
S4	114-034	114-113	115-191

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-111	118-218	116-172
R3	118-104	117-211	116-082
R2	117-097	117-097	116-052
R1	116-204	116-204	116-022	116-147
PP	116-090	116-090	116-090	116-061
S1	115-197	115-197	115-282	115-140
S2	115-083	115-083	115-252
S3	114-076	114-190	115-222
S4	113-069	113-183	115-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-302	115-295	1-007	0.9%	0-138	0.4%	5%	False	True	425,674
10	117-025	115-210	1-135	1.2%	0-140	0.4%	22%	False	False	420,223
20	117-025	114-315	2-030	1.8%	0-148	0.4%	47%	False	False	405,101
40	117-025	113-300	3-045	2.7%	0-148	0.4%	65%	False	False	306,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-170
2.618	118-131
1.618	117-231
1.000	117-095
0.618	117-011
HIGH	116-195
0.618	116-111
0.500	116-085
0.382	116-059
LOW	115-295
0.618	115-159
1.000	115-075
1.618	114-259
2.618	114-039
4.250	113-000

Fisher Pivots for day following 09-Oct-2009
Pivot	1 day	3 day
R1	116-085	116-138
PP	116-054	116-090
S1	116-023	116-041

Download as Excel Spreadsheet

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

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