ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	113-095	114-020	0-245	0.7%	113-145
High	114-110	114-200	0-090	0.2%	114-200
Low	112-255	114-000	1-065	1.1%	112-255
Close	114-010	114-110	0-100	0.3%	114-110
Range	1-175	0-200	-0-295	-59.6%	1-265
ATR	1-017	1-007	-0-010	-2.9%	0-000
Volume	791,808	872,250	80,442	10.2%	3,989,511

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-063	115-287	114-220
R3	115-183	115-087	114-165
R2	114-303	114-303	114-147
R1	114-207	114-207	114-128	114-255
PP	114-103	114-103	114-103	114-128
S1	114-007	114-007	114-092	114-055
S2	113-223	113-223	114-073
S3	113-023	113-127	114-055
S4	112-143	112-247	114-000

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-130	118-225	115-112
R3	117-185	116-280	114-271
R2	115-240	115-240	114-217
R1	115-015	115-015	114-164	115-128
PP	113-295	113-295	113-295	114-031
S1	113-070	113-070	114-056	113-182
S2	112-030	112-030	114-003
S3	110-085	111-125	113-269
S4	108-140	109-180	113-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-200	112-255	1-265	1.6%	0-286	0.8%	85%	True	False	797,902
10	116-280	112-255	4-025	3.6%	1-032	1.0%	38%	False	False	831,999
20	120-110	112-255	7-175	6.6%	1-028	1.0%	20%	False	False	527,633
40	121-270	112-255	9-015	7.9%	0-270	0.7%	17%	False	False	265,179
60	124-110	112-255	11-175	10.1%	0-197	0.5%	13%	False	False	176,787
80	124-110	112-255	11-175	10.1%	0-147	0.4%	13%	False	False	132,590
100	124-110	112-255	11-175	10.1%	0-118	0.3%	13%	False	False	106,073
120	125-240	112-255	12-305	11.3%	0-098	0.3%	12%	False	False	88,394

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	0-056
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-090
2.618	116-084
1.618	115-204
1.000	115-080
0.618	115-004
HIGH	114-200
0.618	114-124
0.500	114-100
0.382	114-076
LOW	114-000
0.618	113-196
1.000	113-120
1.618	112-316
2.618	112-116
4.250	111-110

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	114-107	114-042
PP	114-103	113-295
S1	114-100	113-228

Download as Excel Spreadsheet

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

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