ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	116-087	116-037	-0-050	-0.1%	116-210
High	116-112	116-065	-0-047	-0.1%	116-302
Low	115-300	115-262	-0-038	-0.1%	115-295
Close	116-030	115-272	-0-078	-0.2%	115-312
Range	0-132	0-123	-0-009	-6.8%	1-007
ATR	0-149	0-148	-0-002	-1.3%	0-000
Volume	327,983	419,265	91,282	27.8%	2,128,370

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-035	116-277	116-020
R3	116-232	116-154	115-306
R2	116-109	116-109	115-295
R1	116-031	116-031	115-283	116-008
PP	115-306	115-306	115-306	115-295
S1	115-228	115-228	115-261	115-206
S2	115-183	115-183	115-249
S3	115-060	115-105	115-238
S4	114-257	114-302	115-204

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	116-195	115-262	0-253	0.7%	0-151	0.4%	4%	False	True	353,769
10	117-025	115-262	1-083	1.1%	0-138	0.4%	2%	False	True	402,717
20	117-025	115-000	2-025	1.8%	0-139	0.4%	41%	False	False	394,425
40	117-025	113-310	3-035	2.7%	0-148	0.4%	61%	False	False	339,435

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	117-268
2.618	117-067
1.618	116-264
1.000	116-188
0.618	116-141
HIGH	116-065
0.618	116-018
0.500	116-004
0.382	115-309
LOW	115-262
0.618	115-186
1.000	115-139
1.618	115-063
2.618	114-260
4.250	114-059

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	116-004	116-054
PP	115-306	116-020
S1	115-289	115-306

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

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