ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	117-192	117-165	-0-027	-0.1%	116-310
High	117-265	117-172	-0-093	-0.2%	117-265
Low	117-145	117-085	-0-060	-0.2%	116-285
Close	117-162	117-165	0-003	0.0%	117-162
Range	0-120	0-087	-0-033	-27.5%	0-300
ATR	0-126	0-123	-0-003	-2.2%	0-000
Volume	560,050	410,543	-149,507	-26.7%	2,098,492

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-082	118-050	117-213
R3	117-315	117-283	117-189
R2	117-228	117-228	117-181
R1	117-196	117-196	117-173	117-208
PP	117-141	117-141	117-141	117-147
S1	117-109	117-109	117-157	117-122
S2	117-054	117-054	117-149
S3	116-287	117-022	117-141
S4	116-200	116-255	117-117

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-071	119-256	118-007
R3	119-091	118-276	117-244
R2	118-111	118-111	117-217
R1	117-296	117-296	117-190	118-044
PP	117-131	117-131	117-131	117-164
S1	116-316	116-316	117-134	117-064
S2	116-151	116-151	117-107
S3	115-171	116-016	117-080
S4	114-191	115-036	116-317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-265	117-042	0-223	0.6%	0-104	0.3%	55%	False	False	439,295
10	117-265	116-180	1-085	1.1%	0-107	0.3%	75%	False	False	367,572
20	117-265	115-102	2-163	2.1%	0-127	0.3%	88%	False	False	422,660
40	117-265	115-080	2-185	2.2%	0-132	0.4%	88%	False	False	410,415
60	117-265	114-282	2-303	2.5%	0-137	0.4%	89%	False	False	397,254
80	117-265	112-130	5-135	4.6%	0-146	0.4%	94%	False	False	310,900

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-222
2.618	118-080
1.618	117-313
1.000	117-259
0.618	117-226
HIGH	117-172
0.618	117-139
0.500	117-128
0.382	117-118
LOW	117-085
0.618	117-031
1.000	116-318
1.618	116-264
2.618	116-177
4.250	116-035

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	117-153	117-175
PP	117-141	117-172
S1	117-128	117-168

Download as Excel Spreadsheet

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

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