ECBOT 10 Year T-Note Future September 2009

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

Day Change Summary
	Previous	Current
	07-Jan-2009	08-Jan-2009	Change	Change %	Previous Week
Open	121-140	122-050	0-230	0.6%	125-140
High	121-140	122-050	0-230	0.6%	125-140
Low	121-140	122-050	0-230	0.6%	121-180
Close	121-140	122-050	0-230	0.6%	121-180
Range
ATR	0-204	0-206	0-002	0.9%	0-000
Volume	2	2	0	0.0%	8

Daily Pivots for day following 08-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-050	122-050	122-050
R3	122-050	122-050	122-050
R2	122-050	122-050	122-050
R1	122-050	122-050	122-050	122-050
PP	122-050	122-050	122-050	122-050
S1	122-050	122-050	122-050	122-050
S2	122-050	122-050	122-050
S3	122-050	122-050	122-050
S4	122-050	122-050	122-050

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	134-153	131-287	123-222
R3	130-193	128-007	122-201
R2	126-233	126-233	122-087
R1	124-047	124-047	121-294	123-160
PP	122-273	122-273	122-273	122-170
S1	120-087	120-087	121-066	119-200
S2	118-313	118-313	120-273
S3	115-033	116-127	120-159
S4	111-073	112-167	119-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-050	121-080	0-290	0.7%	0-000	0.0%	100%	True	False	2
10	125-140	121-080	4-060	3.4%	0-000	0.0%	22%	False	False	2
20	125-240	120-200	5-040	4.2%	0-000	0.0%	30%	False	False	2

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	122-050
2.618	122-050
1.618	122-050
1.000	122-050
0.618	122-050
HIGH	122-050
0.618	122-050
0.500	122-050
0.382	122-050
LOW	122-050
0.618	122-050
1.000	122-050
1.618	122-050
2.618	122-050
4.250	122-050

Fisher Pivots for day following 08-Jan-2009
Pivot	1 day	3 day
R1	122-050	122-012
PP	122-050	121-293
S1	122-050	121-255

Download as Excel Spreadsheet

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

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