ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	117-215	117-317	0-102	0.3%	118-060
High	118-040	118-035	-0-005	0.0%	118-170
Low	117-215	117-267	0-052	0.1%	117-027
Close	118-007	117-290	-0-037	-0.1%	117-100
Range	0-145	0-088	-0-057	-39.3%	1-143
ATR	0-142	0-138	-0-004	-2.7%	0-000
Volume	14,619	22,491	7,872	53.8%	679,267

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-248	118-197	118-018
R3	118-160	118-109	117-314
R2	118-072	118-072	117-306
R1	118-021	118-021	117-298	118-002
PP	117-304	117-304	117-304	117-295
S1	117-253	117-253	117-282	117-234
S2	117-216	117-216	117-274
S3	117-128	117-165	117-266
S4	117-040	117-077	117-242

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	118-040	117-027	1-013	0.9%	0-173	0.5%	79%	False	False	29,866
10	118-210	117-027	1-183	1.3%	0-146	0.4%	52%	False	False	212,267
20	118-210	116-180	2-030	1.8%	0-129	0.3%	64%	False	False	300,718
40	118-210	115-080	3-130	2.9%	0-132	0.4%	78%	False	False	365,093
60	118-210	114-315	3-215	3.1%	0-137	0.4%	80%	False	False	377,477
80	118-210	113-310	4-220	4.0%	0-140	0.4%	84%	False	False	343,220

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-089
2.618	118-265
1.618	118-177
1.000	118-123
0.618	118-089
HIGH	118-035
0.618	118-001
0.500	117-311
0.382	117-301
LOW	117-267
0.618	117-213
1.000	117-179
1.618	117-125
2.618	117-037
4.250	116-213

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	117-311	117-262
PP	117-304	117-234
S1	117-297	117-206

Download as Excel Spreadsheet

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

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