ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	117-127	117-105	-0-022	-0.1%	116-212
High	117-152	117-220	0-068	0.2%	117-005
Low	117-077	117-087	0-010	0.0%	116-180
Close	117-100	117-180	0-080	0.2%	116-297
Range	0-075	0-133	0-058	77.3%	0-145
ATR	0-125	0-126	0-001	0.4%	0-000
Volume	411,499	406,792	-4,707	-1.1%	1,779,424

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-241	118-184	117-253
R3	118-108	118-051	117-217
R2	117-295	117-295	117-204
R1	117-238	117-238	117-192	117-266
PP	117-162	117-162	117-162	117-177
S1	117-105	117-105	117-168	117-134
S2	117-029	117-029	117-156
S3	116-216	116-292	117-143
S4	116-083	116-159	117-107

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	117-220	116-247	0-293	0.8%	0-107	0.3%	86%	True	False	400,079
10	117-220	116-120	1-100	1.1%	0-109	0.3%	90%	True	False	373,992
20	117-220	115-080	2-140	2.1%	0-129	0.3%	95%	True	False	412,302
40	117-220	115-080	2-140	2.1%	0-132	0.4%	95%	True	False	405,475
60	117-220	114-150	3-070	2.7%	0-139	0.4%	96%	True	False	390,433
80	117-220	112-130	5-090	4.5%	0-146	0.4%	98%	True	False	298,920

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	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-145
2.618	118-248
1.618	118-115
1.000	118-033
0.618	117-302
HIGH	117-220
0.618	117-169
0.500	117-154
0.382	117-138
LOW	117-087
0.618	117-005
1.000	116-274
1.618	116-192
2.618	116-059
4.250	115-162

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	117-171	117-164
PP	117-162	117-147
S1	117-154	117-131

Download as Excel Spreadsheet

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

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