ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	117-142	117-017	-0-125	-0.3%	117-065
High	117-190	117-070	-0-120	-0.3%	118-040
Low	117-050	116-290	-0-080	-0.2%	117-052
Close	117-062	117-002	-0-060	-0.2%	117-145
Range	0-140	0-100	-0-040	-28.6%	0-308
ATR	0-141	0-138	-0-003	-2.1%	0-000
Volume	7,126	13,437	6,311	88.6%	98,402

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-314	117-258	117-057
R3	117-214	117-158	117-030
R2	117-114	117-114	117-020
R1	117-058	117-058	117-011	117-036
PP	117-014	117-014	117-014	117-003
S1	116-278	116-278	116-313	116-256
S2	116-234	116-234	116-304
S3	116-134	116-178	116-294
S4	116-034	116-078	116-267

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-150	119-295	117-314
R3	119-162	118-307	117-230
R2	118-174	118-174	117-201
R1	117-319	117-319	117-173	118-086
PP	117-186	117-186	117-186	117-229
S1	117-011	117-011	117-117	117-098
S2	116-198	116-198	117-089
S3	115-210	116-023	117-060
S4	114-222	115-035	116-296

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-035	116-290	1-065	1.0%	0-123	0.3%	8%	False	True	14,494
10	118-127	116-290	1-157	1.3%	0-150	0.4%	7%	False	True	26,659
20	118-210	116-290	1-240	1.5%	0-132	0.4%	6%	False	True	243,536
40	118-210	115-080	3-130	2.9%	0-134	0.4%	52%	False	False	324,950
60	118-210	115-000	3-210	3.1%	0-134	0.4%	55%	False	False	350,059
80	118-210	113-310	4-220	4.0%	0-138	0.4%	65%	False	False	342,838
100	118-210	112-130	6-080	5.3%	0-145	0.4%	74%	False	False	275,591

Crabel Price Patterns
NR	True
NR4	True
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	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-175
2.618	118-012
1.618	117-232
1.000	117-170
0.618	117-132
HIGH	117-070
0.618	117-032
0.500	117-020
0.382	117-008
LOW	116-290
0.618	116-228
1.000	116-190
1.618	116-128
2.618	116-028
4.250	115-185

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	117-020	117-096
PP	117-014	117-065
S1	117-008	117-033

Download as Excel Spreadsheet

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

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