ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	115-055	114-010	-1-045	-1.0%	114-085
High	115-085	114-170	-0-235	-0.6%	115-250
Low	113-275	113-190	-0-085	-0.2%	113-190
Close	114-005	114-120	0-115	0.3%	114-120
Range	1-130	0-300	-0-150	-33.3%	2-060
ATR	1-010	1-007	-0-002	-0.6%	0-000
Volume	844,828	922,654	77,826	9.2%	3,567,789

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-313	116-197	114-285
R3	116-013	115-217	114-202
R2	115-033	115-033	114-175
R1	114-237	114-237	114-148	114-295
PP	114-053	114-053	114-053	114-082
S1	113-257	113-257	114-092	113-315
S2	113-073	113-073	114-065
S3	112-093	112-277	114-038
S4	111-113	111-297	113-275

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-047	119-303	115-185
R3	118-307	117-243	114-312
R2	116-247	116-247	114-248
R1	115-183	115-183	114-184	116-055
PP	114-187	114-187	114-187	114-282
S1	113-123	113-123	114-056	113-315
S2	112-127	112-127	113-312
S3	110-067	111-063	113-248
S4	108-007	109-003	113-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-250	113-190	2-060	1.9%	0-318	0.9%	36%	False	True	713,557
10	115-250	112-255	2-315	2.6%	0-302	0.8%	53%	False	False	755,730
20	118-190	112-255	5-255	5.1%	1-032	1.0%	27%	False	False	698,952
40	121-030	112-255	8-095	7.3%	0-296	0.8%	19%	False	False	354,373
60	123-020	112-255	10-085	9.0%	0-223	0.6%	15%	False	False	236,250
80	124-110	112-255	11-175	10.1%	0-167	0.5%	14%	False	False	177,188
100	124-110	112-255	11-175	10.1%	0-134	0.4%	14%	False	False	141,750
120	125-140	112-255	12-205	11.1%	0-112	0.3%	12%	False	False	118,126

Crabel Price Patterns
NR	True
NR4	True
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	0-076
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-165
2.618	116-315
1.618	116-015
1.000	115-150
0.618	115-035
HIGH	114-170
0.618	114-055
0.500	114-020
0.382	113-305
LOW	113-190
0.618	113-005
1.000	112-210
1.618	112-025
2.618	111-045
4.250	109-195

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	114-087	114-220
PP	114-053	114-187
S1	114-020	114-153

Download as Excel Spreadsheet

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

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