ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 26-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	26-Nov-2009	Change	Change %	Previous Week
Open	117-165	117-277	0-112	0.3%	116-310
High	117-290	117-315	0-025	0.1%	117-265
Low	117-155	117-227	0-072	0.2%	116-285
Close	117-265	117-295	0-030	0.1%	117-162
Range	0-135	0-088	-0-047	-34.8%	0-300
ATR	0-124	0-121	-0-003	-2.1%	0-000
Volume	501,592	639,024	137,432	27.4%	2,098,492

Daily Pivots for day following 26-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-223	118-187	118-023
R3	118-135	118-099	117-319
R2	118-047	118-047	117-311
R1	118-011	118-011	117-303	118-029
PP	117-279	117-279	117-279	117-288
S1	117-243	117-243	117-287	117-261
S2	117-191	117-191	117-279
S3	117-103	117-155	117-271
S4	117-015	117-067	117-247

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	117-315	117-085	0-230	0.6%	0-113	0.3%	91%	True	False	503,600
10	117-315	116-180	1-135	1.2%	0-110	0.3%	96%	True	False	420,754
20	117-315	115-220	2-095	1.9%	0-120	0.3%	97%	True	False	432,496
40	117-315	115-080	2-235	2.3%	0-132	0.3%	98%	True	False	423,591
60	117-315	114-315	3-000	2.5%	0-135	0.4%	98%	True	False	407,077
80	117-315	112-130	5-185	4.7%	0-144	0.4%	99%	True	False	325,158

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 2 trading days

Fibonacci Retracements and Extensions
4.250	119-049
2.618	118-225
1.618	118-137
1.000	118-083
0.618	118-049
HIGH	117-315
0.618	117-281
0.500	117-271
0.382	117-261
LOW	117-227
0.618	117-173
1.000	117-139
1.618	117-085
2.618	116-317
4.250	116-173

Fisher Pivots for day following 26-Nov-2009
Pivot	1 day	3 day
R1	117-287	117-263
PP	117-279	117-232
S1	117-271	117-200

Download as Excel Spreadsheet

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

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