ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	120-120	120-000	-0-120	-0.3%	121-150
High	120-180	120-000	-0-180	-0.5%	121-270
Low	120-010	119-280	-0-050	-0.1%	119-280
Close	120-170	120-000	-0-170	-0.4%	120-000
Range	0-170	0-040	-0-130	-76.5%	1-310
ATR	0-241	0-239	-0-002	-0.9%	0-000
Volume	18	7	-11	-61.1%	37

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-107	120-093	120-022
R3	120-067	120-053	120-011
R2	120-027	120-027	120-007
R1	120-013	120-013	120-004	120-020
PP	119-307	119-307	119-307	119-310
S1	119-293	119-293	119-316	119-300
S2	119-267	119-267	119-313
S3	119-227	119-253	119-309
S4	119-187	119-213	119-298

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-153	125-067	121-026
R3	124-163	123-077	120-173
R2	122-173	122-173	120-116
R1	121-087	121-087	120-058	120-295
PP	120-183	120-183	120-183	120-128
S1	119-097	119-097	119-262	118-305
S2	118-193	118-193	119-204
S3	116-203	117-107	119-147
S4	114-213	115-117	118-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-270	119-280	1-310	1.6%	0-114	0.3%	6%	False	True	7
10	122-060	119-280	2-100	1.9%	0-094	0.2%	5%	False	True	5
20	122-280	119-280	3-000	2.5%	0-079	0.2%	4%	False	True	3
40	124-110	118-260	5-170	4.6%	0-040	0.1%	21%	False	False	2
60	124-110	118-140	5-290	4.9%	0-026	0.1%	26%	False	False	2
80	125-140	118-140	7-000	5.8%	0-020	0.1%	22%	False	False	2

Crabel Price Patterns
NR	True
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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-170
2.618	120-105
1.618	120-065
1.000	120-040
0.618	120-025
HIGH	120-000
0.618	119-305
0.500	119-300
0.382	119-295
LOW	119-280
0.618	119-255
1.000	119-240
1.618	119-215
2.618	119-175
4.250	119-110

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	119-313	120-070
PP	119-307	120-047
S1	119-300	120-023

Download as Excel Spreadsheet

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

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