ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	116-085	116-105	0-020	0.1%	114-140
High	116-120	117-020	0-220	0.6%	116-165
Low	115-215	116-050	0-155	0.4%	114-080
Close	116-085	116-270	0-185	0.5%	116-130
Range	0-225	0-290	0-065	28.9%	2-085
ATR	0-307	0-306	-0-001	-0.4%	0-000
Volume	880,715	701,172	-179,543	-20.4%	3,589,722

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-130	119-010	117-110
R3	118-160	118-040	117-030
R2	117-190	117-190	117-003
R1	117-070	117-070	116-297	117-130
PP	116-220	116-220	116-220	116-250
S1	116-100	116-100	116-243	116-160
S2	115-250	115-250	116-217
S3	114-280	115-130	116-190
S4	113-310	114-160	116-110

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-167	121-233	117-209
R3	120-082	119-148	117-009
R2	117-317	117-317	116-263
R1	117-063	117-063	116-196	117-190
PP	115-232	115-232	115-232	115-295
S1	114-298	114-298	116-064	115-105
S2	113-147	113-147	115-317
S3	111-062	112-213	115-251
S4	108-297	110-128	115-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-020	115-215	1-125	1.2%	0-240	0.6%	84%	True	False	730,667
10	117-020	113-190	3-150	3.0%	0-290	0.8%	94%	True	False	726,025
20	117-020	112-255	4-085	3.7%	0-309	0.8%	95%	True	False	731,398
40	120-150	112-255	7-215	6.6%	0-316	0.8%	53%	False	False	512,203
60	122-060	112-255	9-125	8.0%	0-257	0.7%	43%	False	False	341,876
80	124-110	112-255	11-175	9.9%	0-200	0.5%	35%	False	False	256,408
100	124-110	112-255	11-175	9.9%	0-160	0.4%	35%	False	False	205,126
120	124-110	112-255	11-175	9.9%	0-133	0.4%	35%	False	False	170,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-088
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-292
2.618	119-139
1.618	118-169
1.000	117-310
0.618	117-199
HIGH	117-020
0.618	116-229
0.500	116-195
0.382	116-161
LOW	116-050
0.618	115-191
1.000	115-080
1.618	114-221
2.618	113-251
4.250	112-098

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	116-245	116-219
PP	116-220	116-168
S1	116-195	116-118

Download as Excel Spreadsheet

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

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