ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	117-017	117-217	0-200	0.5%	117-142
High	117-070	117-217	0-147	0.4%	117-217
Low	116-290	117-097	0-127	0.3%	116-290
Close	117-002	117-097	0-095	0.3%	117-097
Range	0-100	0-120	0-020	20.0%	0-247
ATR	0-138	0-143	0-006	4.0%	0-000
Volume	13,437	16,074	2,637	19.6%	36,637

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-177	118-097	117-163
R3	118-057	117-297	117-130
R2	117-257	117-257	117-119
R1	117-177	117-177	117-108	117-157
PP	117-137	117-137	117-137	117-127
S1	117-057	117-057	117-086	117-037
S2	117-017	117-017	117-075
S3	116-217	116-257	117-064
S4	116-097	116-137	117-031

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-196	119-073	117-233
R3	118-269	118-146	117-165
R2	118-022	118-022	117-142
R1	117-219	117-219	117-120	117-157
PP	117-095	117-095	117-095	117-064
S1	116-292	116-292	117-074	116-230
S2	116-168	116-168	117-052
S3	115-241	116-045	117-029
S4	114-314	115-118	116-281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-262	116-290	0-292	0.8%	0-129	0.3%	43%	False	False	13,210
10	118-040	116-290	1-070	1.0%	0-151	0.4%	33%	False	False	21,538
20	118-210	116-290	1-240	1.5%	0-133	0.4%	23%	False	False	223,960
40	118-210	115-080	3-130	2.9%	0-132	0.4%	60%	False	False	317,777
60	118-210	115-040	3-170	3.0%	0-134	0.4%	62%	False	False	344,649
80	118-210	114-100	4-110	3.7%	0-137	0.4%	69%	False	False	342,559
100	118-210	112-130	6-080	5.3%	0-145	0.4%	78%	False	False	275,750

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	False
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	119-087
2.618	118-211
1.618	118-091
1.000	118-017
0.618	117-291
HIGH	117-217
0.618	117-171
0.500	117-157
0.382	117-143
LOW	117-097
0.618	117-023
1.000	116-297
1.618	116-223
2.618	116-103
4.250	115-227

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	117-157	117-096
PP	117-137	117-095
S1	117-117	117-094

Download as Excel Spreadsheet

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

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