ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	118-035	118-060	0-025	0.1%	117-165
High	118-210	118-165	-0-045	-0.1%	118-210
Low	118-012	118-032	0-020	0.1%	117-085
Close	118-072	118-147	0-075	0.2%	118-072
Range	0-198	0-133	-0-065	-32.8%	1-125
ATR	0-129	0-130	0-000	0.2%	0-000
Volume	735,401	401,405	-333,996	-45.4%	2,286,560

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-194	119-143	118-220
R3	119-061	119-010	118-184
R2	118-248	118-248	118-171
R1	118-197	118-197	118-159	118-222
PP	118-115	118-115	118-115	118-127
S1	118-064	118-064	118-135	118-090
S2	117-302	117-302	118-123
S3	117-169	117-251	118-110
S4	117-036	117-118	118-074

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-071	121-196	118-317
R3	120-266	120-071	118-194
R2	119-141	119-141	118-154
R1	118-266	118-266	118-113	119-044
PP	118-016	118-016	118-016	118-064
S1	117-141	117-141	118-031	117-238
S2	116-211	116-211	117-310
S3	115-086	116-016	117-270
S4	113-281	114-211	117-147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-210	117-085	1-125	1.2%	0-128	0.3%	86%	False	False	537,593
10	118-210	116-285	1-245	1.5%	0-123	0.3%	89%	False	False	478,645
20	118-210	115-307	2-223	2.3%	0-116	0.3%	93%	False	False	443,417
40	118-210	115-080	3-130	2.9%	0-131	0.3%	94%	False	False	424,457
60	118-210	114-315	3-215	3.1%	0-136	0.4%	95%	False	False	410,902
80	118-210	112-130	6-080	5.3%	0-144	0.4%	97%	False	False	339,335

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-090
2.618	119-193
1.618	119-060
1.000	118-298
0.618	118-247
HIGH	118-165
0.618	118-114
0.500	118-098
0.382	118-083
LOW	118-032
0.618	117-270
1.000	117-219
1.618	117-137
2.618	117-004
4.250	116-107

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	118-131	118-118
PP	118-115	118-088
S1	118-098	118-058

Download as Excel Spreadsheet

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

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