ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 13-Oct-2009

Day Change Summary
	Previous	Current
	12-Oct-2009	13-Oct-2009	Change	Change %	Previous Week
Open	115-300	116-062	0-082	0.2%	116-210
High	116-110	116-165	0-055	0.1%	116-302
Low	115-280	116-037	0-077	0.2%	115-295
Close	116-060	116-145	0-085	0.2%	115-312
Range	0-150	0-128	-0-022	-14.7%	1-007
ATR	0-150	0-148	-0-002	-1.0%	0-000
Volume	538,448	54,596	-483,852	-89.9%	2,128,370

Daily Pivots for day following 13-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-180	117-130	116-215
R3	117-052	117-002	116-180
R2	116-244	116-244	116-168
R1	116-194	116-194	116-157	116-219
PP	116-116	116-116	116-116	116-128
S1	116-066	116-066	116-133	116-091
S2	115-308	115-308	116-122
S3	115-180	115-258	116-110
S4	115-052	115-130	116-075

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%	0-157	0.4%	54%	False	False	355,507
10	117-025	115-237	1-108	1.1%	0-148	0.4%	53%	False	False	419,082
20	117-025	114-315	2-030	1.8%	0-148	0.4%	70%	False	False	402,244
40	117-025	113-310	3-035	2.7%	0-147	0.4%	80%	False	False	321,347

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	0-025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-069
2.618	117-180
1.618	117-052
1.000	116-293
0.618	116-244
HIGH	116-165
0.618	116-116
0.500	116-101
0.382	116-086
LOW	116-037
0.618	115-278
1.000	115-229
1.618	115-150
2.618	115-022
4.250	114-133

Fisher Pivots for day following 13-Oct-2009
Pivot	1 day	3 day
R1	116-130	116-122
PP	116-116	116-100
S1	116-101	116-078

Download as Excel Spreadsheet

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

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