ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 23-Apr-2009

Day Change Summary
	Previous	Current
	22-Apr-2009	23-Apr-2009	Change	Change %	Previous Week
Open	120-120	120-120	0-000	0.0%	121-160
High	120-120	120-180	0-060	0.2%	122-060
Low	120-120	120-010	-0-110	-0.3%	120-200
Close	120-120	120-170	0-050	0.1%	120-220
Range	0-000	0-170	0-170		1-180
ATR	0-246	0-241	-0-005	-2.2%	0-000
Volume	2	18	16	800.0%	14

Daily Pivots for day following 23-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-310	121-250	120-264
R3	121-140	121-080	120-217
R2	120-290	120-290	120-201
R1	120-230	120-230	120-186	120-260
PP	120-120	120-120	120-120	120-135
S1	120-060	120-060	120-154	120-090
S2	119-270	119-270	120-139
S3	119-100	119-210	120-123
S4	118-250	119-040	120-076

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	121-270	120-010	1-260	1.5%	0-110	0.3%	28%	False	True	6
10	122-060	120-010	2-050	1.8%	0-099	0.3%	23%	False	True	4
20	123-020	120-010	3-010	2.5%	0-077	0.2%	16%	False	True	3
40	124-110	118-260	5-170	4.6%	0-038	0.1%	31%	False	False	2
60	124-110	118-140	5-290	4.9%	0-026	0.1%	35%	False	False	2
80	125-140	118-140	7-000	5.8%	0-019	0.0%	30%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-262
2.618	121-305
1.618	121-135
1.000	121-030
0.618	120-285
HIGH	120-180
0.618	120-115
0.500	120-095
0.382	120-075
LOW	120-010
0.618	119-225
1.000	119-160
1.618	119-055
2.618	118-205
4.250	117-248

Fisher Pivots for day following 23-Apr-2009
Pivot	1 day	3 day
R1	120-145	120-300
PP	120-120	120-257
S1	120-095	120-213

Download as Excel Spreadsheet

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

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