ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	116-182	115-300	-0-202	-0.5%	116-210
High	116-195	116-110	-0-085	-0.2%	116-302
Low	115-295	115-280	-0-015	0.0%	115-295
Close	115-312	116-060	0-068	0.2%	115-312
Range	0-220	0-150	-0-070	-31.8%	1-007
ATR	0-150	0-150	0-000	0.0%	0-000
Volume	428,556	538,448	109,892	25.6%	2,128,370

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-173	117-107	116-142
R3	117-023	116-277	116-101
R2	116-193	116-193	116-088
R1	116-127	116-127	116-074	116-160
PP	116-043	116-043	116-043	116-060
S1	115-297	115-297	116-046	116-010
S2	115-213	115-213	116-032
S3	115-063	115-147	116-019
S4	114-233	114-317	115-298

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	115-280	1-022	0.9%	0-150	0.4%	29%	False	True	415,193
10	117-025	115-210	1-135	1.2%	0-147	0.4%	37%	False	False	438,253
20	117-025	114-315	2-030	1.8%	0-148	0.4%	57%	False	False	414,231
40	117-025	113-310	3-035	2.7%	0-146	0.4%	71%	False	False	320,120

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-108
2.618	117-183
1.618	117-033
1.000	116-260
0.618	116-203
HIGH	116-110
0.618	116-053
0.500	116-035
0.382	116-017
LOW	115-280
0.618	115-187
1.000	115-130
1.618	115-037
2.618	114-207
4.250	113-282

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	116-052	116-131
PP	116-043	116-107
S1	116-035	116-084

Download as Excel Spreadsheet

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

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