ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	117-065	117-215	0-150	0.4%	118-060
High	117-230	118-040	0-130	0.3%	118-170
Low	117-052	117-215	0-163	0.4%	117-027
Close	117-210	118-007	0-117	0.3%	117-100
Range	0-178	0-145	-0-033	-18.5%	1-143
ATR	0-141	0-142	0-001	0.4%	0-000
Volume	31,876	14,619	-17,257	-54.1%	679,267

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-096	119-036	118-087
R3	118-271	118-211	118-047
R2	118-126	118-126	118-034
R1	118-066	118-066	118-020	118-096
PP	117-301	117-301	117-301	117-316
S1	117-241	117-241	117-314	117-271
S2	117-156	117-156	117-300
S3	117-011	117-096	117-287
S4	116-186	116-271	117-247

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-315	121-030	118-035
R3	120-172	119-207	117-227
R2	119-029	119-029	117-185
R1	118-064	118-064	117-142	117-295
PP	117-206	117-206	117-206	117-161
S1	116-241	116-241	117-058	116-152
S2	116-063	116-063	117-015
S3	114-240	115-098	116-293
S4	113-097	113-275	116-165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-127	117-027	1-100	1.1%	0-176	0.5%	71%	False	False	38,824
10	118-210	117-027	1-183	1.3%	0-150	0.4%	60%	False	False	260,177
20	118-210	116-180	2-030	1.8%	0-129	0.3%	70%	False	False	313,874
40	118-210	115-080	3-130	2.9%	0-133	0.4%	81%	False	False	365,896
60	118-210	114-315	3-215	3.1%	0-138	0.4%	83%	False	False	382,008
80	118-210	113-310	4-220	4.0%	0-140	0.4%	86%	False	False	343,008

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-016
2.618	119-100
1.618	118-275
1.000	118-185
0.618	118-130
HIGH	118-040
0.618	117-305
0.500	117-288
0.382	117-270
LOW	117-215
0.618	117-125
1.000	117-070
1.618	116-300
2.618	116-155
4.250	115-239

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	117-314	117-282
PP	117-301	117-238
S1	117-288	117-194

Download as Excel Spreadsheet

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

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