ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	117-097	117-127	0-030	0.1%	116-212
High	117-145	117-152	0-007	0.0%	117-005
Low	117-042	117-077	0-035	0.1%	116-180
Close	117-127	117-100	-0-027	-0.1%	116-297
Range	0-103	0-075	-0-028	-27.2%	0-145
ATR	0-129	0-125	-0-004	-3.0%	0-000
Volume	407,592	411,499	3,907	1.0%	1,779,424

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-015	117-292	117-141
R3	117-260	117-217	117-121
R2	117-185	117-185	117-114
R1	117-142	117-142	117-107	117-126
PP	117-110	117-110	117-110	117-102
S1	117-067	117-067	117-093	117-051
S2	117-035	117-035	117-086
S3	116-280	116-312	117-079
S4	116-205	116-237	117-059

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-062	118-005	117-057
R3	117-237	117-180	117-017
R2	117-092	117-092	117-004
R1	117-035	117-035	116-310	117-064
PP	116-267	116-267	116-267	116-282
S1	116-210	116-210	116-284	116-238
S2	116-122	116-122	116-270
S3	115-297	116-065	116-257
S4	115-152	115-240	116-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-152	116-180	0-292	0.8%	0-108	0.3%	82%	True	False	337,909
10	117-152	116-065	1-087	1.1%	0-105	0.3%	87%	True	False	383,497
20	117-152	115-080	2-072	1.9%	0-128	0.3%	93%	True	False	412,825
40	117-152	115-080	2-072	1.9%	0-132	0.4%	93%	True	False	406,986
60	117-152	114-150	3-002	2.6%	0-138	0.4%	95%	True	False	387,168
80	117-152	112-130	5-022	4.3%	0-147	0.4%	97%	True	False	293,841

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-151
2.618	118-028
1.618	117-273
1.000	117-227
0.618	117-198
HIGH	117-152
0.618	117-123
0.500	117-114
0.382	117-106
LOW	117-077
0.618	117-031
1.000	117-002
1.618	116-276
2.618	116-201
4.250	116-078

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	117-114	117-086
PP	117-110	117-072
S1	117-105	117-058

Download as Excel Spreadsheet

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

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