ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	116-062	116-087	0-025	0.1%	116-210
High	116-165	116-112	-0-053	-0.1%	116-302
Low	116-037	115-300	-0-057	-0.2%	115-295
Close	116-145	116-030	-0-115	-0.3%	115-312
Range	0-128	0-132	0-004	3.1%	1-007
ATR	0-148	0-149	0-001	0.8%	0-000
Volume	54,596	327,983	273,387	500.7%	2,128,370

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-117	117-045	116-103
R3	116-305	116-233	116-066
R2	116-173	116-173	116-054
R1	116-101	116-101	116-042	116-071
PP	116-041	116-041	116-041	116-026
S1	115-289	115-289	116-018	115-259
S2	115-229	115-229	116-006
S3	115-097	115-157	115-314
S4	114-285	115-025	115-277

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%	0-153	0.4%	20%	False	False	343,406
10	117-025	115-280	1-065	1.0%	0-149	0.4%	18%	False	False	415,156
20	117-025	114-315	2-030	1.8%	0-143	0.4%	53%	False	False	399,568
40	117-025	113-310	3-035	2.7%	0-148	0.4%	68%	False	False	329,235

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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-033
2.618	117-138
1.618	117-006
1.000	116-244
0.618	116-194
HIGH	116-112
0.618	116-062
0.500	116-046
0.382	116-030
LOW	115-300
0.618	115-218
1.000	115-168
1.618	115-086
2.618	114-274
4.250	114-059

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	116-046	116-062
PP	116-041	116-052
S1	116-035	116-041

Download as Excel Spreadsheet

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

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