ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	118-160	118-280	0-120	0.3%	119-120
High	119-010	119-240	0-230	0.6%	119-260
Low	118-060	118-280	0-220	0.6%	118-060
Close	118-250	119-220	0-290	0.8%	118-250
Range	0-270	0-280	0-010	3.7%	1-200
ATR	0-244	0-249	0-005	1.9%	0-000
Volume	1,889	2,865	976	51.7%	18,483

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-020	121-240	120-054
R3	121-060	120-280	119-297
R2	120-100	120-100	119-271
R1	120-000	120-000	119-246	120-050
PP	119-140	119-140	119-140	119-165
S1	119-040	119-040	119-194	119-090
S2	118-180	118-180	119-169
S3	117-220	118-080	119-143
S4	116-260	117-120	119-066

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-257	122-293	119-216
R3	122-057	121-093	119-073
R2	120-177	120-177	119-025
R1	119-213	119-213	118-298	119-095
PP	118-297	118-297	118-297	118-238
S1	118-013	118-013	118-202	117-215
S2	117-097	117-097	118-155
S3	115-217	116-133	118-107
S4	114-017	114-253	117-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-260	118-060	1-200	1.4%	0-246	0.6%	92%	False	False	3,708
10	121-030	118-060	2-290	2.4%	0-239	0.6%	52%	False	False	3,267
20	122-060	118-060	4-000	3.3%	0-176	0.5%	38%	False	False	1,699
40	124-110	118-060	6-050	5.1%	0-104	0.3%	24%	False	False	850
60	124-110	118-060	6-050	5.1%	0-070	0.2%	24%	False	False	567
80	124-110	118-060	6-050	5.1%	0-052	0.1%	24%	False	False	426
100	125-240	118-060	7-180	6.3%	0-042	0.1%	20%	False	False	341

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	123-150
2.618	122-013
1.618	121-053
1.000	120-200
0.618	120-093
HIGH	119-240
0.618	119-133
0.500	119-100
0.382	119-067
LOW	118-280
0.618	118-107
1.000	118-000
1.618	117-147
2.618	116-187
4.250	115-050

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	119-180	119-143
PP	119-140	119-067
S1	119-100	118-310

Download as Excel Spreadsheet

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

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