ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	118-160	118-112	-0-048	-0.1%	117-165
High	118-170	118-127	-0-043	-0.1%	118-210
Low	118-100	118-025	-0-075	-0.2%	117-085
Close	118-115	118-030	-0-085	-0.2%	118-072
Range	0-070	0-102	0-032	45.7%	1-125
ATR	0-125	0-124	-0-002	-1.3%	0-000
Volume	130,236	67,281	-62,955	-48.3%	2,286,560

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-047	118-300	118-086
R3	118-265	118-198	118-058
R2	118-163	118-163	118-049
R1	118-096	118-096	118-039	118-078
PP	118-061	118-061	118-061	118-052
S1	117-314	117-314	118-021	117-296
S2	117-279	117-279	118-011
S3	117-177	117-212	118-002
S4	117-075	117-110	117-294

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	117-227	0-303	0.8%	0-118	0.3%	41%	False	False	394,669
10	118-210	117-077	1-133	1.2%	0-114	0.3%	60%	False	False	426,382
20	118-210	115-307	2-223	2.3%	0-112	0.3%	79%	False	False	405,939
40	118-210	115-080	3-130	2.9%	0-130	0.3%	83%	False	False	405,798
60	118-210	114-315	3-215	3.1%	0-135	0.4%	85%	False	False	403,524
80	118-210	112-300	5-230	4.8%	0-140	0.4%	90%	False	False	341,716

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-240
2.618	119-074
1.618	118-292
1.000	118-229
0.618	118-190
HIGH	118-127
0.618	118-088
0.500	118-076
0.382	118-064
LOW	118-025
0.618	117-282
1.000	117-243
1.618	117-180
2.618	117-078
4.250	116-232

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	118-076	118-098
PP	118-061	118-075
S1	118-045	118-052

Download as Excel Spreadsheet

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

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