ECBOT 10 Year T-Note Future September 2009

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

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	122-050	122-130	0-080	0.2%	121-080
High	122-050	122-130	0-080	0.2%	122-130
Low	122-050	122-130	0-080	0.2%	121-080
Close	122-050	122-130	0-080	0.2%	122-130
Range
ATR	0-206	0-197	-0-009	-4.4%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-130	122-130	122-130
R3	122-130	122-130	122-130
R2	122-130	122-130	122-130
R1	122-130	122-130	122-130	122-130
PP	122-130	122-130	122-130	122-130
S1	122-130	122-130	122-130	122-130
S2	122-130	122-130	122-130
S3	122-130	122-130	122-130
S4	122-130	122-130	122-130

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-157	125-033	123-014
R3	124-107	123-303	122-232
R2	123-057	123-057	122-198
R1	122-253	122-253	122-164	122-315
PP	122-007	122-007	122-007	122-038
S1	121-203	121-203	122-096	121-265
S2	120-277	120-277	122-062
S3	119-227	120-153	122-028
S4	118-177	119-103	121-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-130	121-080	1-050	0.9%	0-000	0.0%	100%	True	False	2
10	125-140	121-080	4-060	3.4%	0-000	0.0%	28%	False	False	2
20	125-240	121-080	4-160	3.7%	0-000	0.0%	26%	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	122-130
2.618	122-130
1.618	122-130
1.000	122-130
0.618	122-130
HIGH	122-130
0.618	122-130
0.500	122-130
0.382	122-130
LOW	122-130
0.618	122-130
1.000	122-130
1.618	122-130
2.618	122-130
4.250	122-130

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	122-130	122-078
PP	122-130	122-027
S1	122-130	121-295

Download as Excel Spreadsheet

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

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