ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 21-Apr-2009

Day Change Summary
	Previous	Current
	20-Apr-2009	21-Apr-2009	Change	Change %	Previous Week
Open	121-150	121-000	-0-150	-0.4%	121-160
High	121-190	121-270	0-080	0.2%	122-060
Low	121-150	120-270	-0-200	-0.5%	120-200
Close	121-150	120-270	-0-200	-0.5%	120-220
Range	0-040	1-000	0-280	700.0%	1-180
ATR	0-249	0-254	0-005	2.0%	0-000
Volume	0	10	10		14

Daily Pivots for day following 21-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-057	123-163	121-126
R3	123-057	122-163	121-038
R2	122-057	122-057	121-009
R1	121-163	121-163	120-299	121-110
PP	121-057	121-057	121-057	121-030
S1	120-163	120-163	120-241	120-110
S2	120-057	120-057	120-211
S3	119-057	119-163	120-182
S4	118-057	118-163	120-094

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-273	124-267	121-175
R3	124-093	123-087	121-038
R2	122-233	122-233	120-312
R1	121-227	121-227	120-266	121-140
PP	121-053	121-053	121-053	121-010
S1	120-047	120-047	120-174	119-280
S2	119-193	119-193	120-128
S3	118-013	118-187	120-082
S4	116-153	117-007	119-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-060	120-200	1-180	1.3%	0-106	0.3%	14%	False	False	4
10	122-060	120-090	1-290	1.6%	0-090	0.2%	30%	False	False	3
20	123-190	120-090	3-100	2.7%	0-068	0.2%	17%	False	False	2
40	124-110	118-260	5-170	4.6%	0-034	0.1%	37%	False	False	2
60	124-110	118-140	5-290	4.9%	0-023	0.1%	41%	False	False	2
80	125-140	118-140	7-000	5.8%	0-017	0.0%	34%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	126-030
2.618	124-148
1.618	123-148
1.000	122-270
0.618	122-148
HIGH	121-270
0.618	121-148
0.500	121-110
0.382	121-072
LOW	120-270
0.618	120-072
1.000	119-270
1.618	119-072
2.618	118-072
4.250	116-190

Fisher Pivots for day following 21-Apr-2009
Pivot	1 day	3 day
R1	121-110	121-075
PP	121-057	121-033
S1	121-003	120-312

Download as Excel Spreadsheet

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

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