ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	116-105	116-280	0-175	0.5%	116-095
High	117-020	117-020	0-000	0.0%	117-020
Low	116-050	116-200	0-150	0.4%	115-215
Close	116-270	116-270	0-000	0.0%	116-270
Range	0-290	0-140	-0-150	-51.7%	1-125
ATR	0-306	0-294	-0-012	-3.9%	0-000
Volume	701,172	687,226	-13,946	-2.0%	2,747,883

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-050	117-300	117-027
R3	117-230	117-160	116-308
R2	117-090	117-090	116-296
R1	117-020	117-020	116-283	116-305
PP	116-270	116-270	116-270	116-252
S1	116-200	116-200	116-257	116-165
S2	116-130	116-130	116-244
S3	115-310	116-060	116-232
S4	115-170	115-240	116-193

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-223	120-052	117-195
R3	119-098	118-247	117-072
R2	117-293	117-293	117-032
R1	117-122	117-122	116-311	117-208
PP	116-168	116-168	116-168	116-211
S1	115-317	115-317	116-229	116-082
S2	115-043	115-043	116-188
S3	113-238	114-192	116-148
S4	112-113	113-067	116-025

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%	0-224	0.6%	84%	True	False	687,021
10	117-020	114-080	2-260	2.4%	0-274	0.7%	92%	True	False	702,483
20	117-020	112-255	4-085	3.7%	0-288	0.8%	95%	True	False	729,106
40	120-150	112-255	7-215	6.6%	0-313	0.8%	53%	False	False	529,264
60	122-060	112-255	9-125	8.0%	0-260	0.7%	43%	False	False	353,330
80	124-110	112-255	11-175	9.9%	0-202	0.5%	35%	False	False	264,998
100	124-110	112-255	11-175	9.9%	0-161	0.4%	35%	False	False	211,999
120	124-110	112-255	11-175	9.9%	0-134	0.4%	35%	False	False	176,666

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-080
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	118-295
2.618	118-067
1.618	117-247
1.000	117-160
0.618	117-107
HIGH	117-020
0.618	116-287
0.500	116-270
0.382	116-253
LOW	116-200
0.618	116-113
1.000	116-060
1.618	115-293
2.618	115-153
4.250	114-245

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	116-270	116-219
PP	116-270	116-168
S1	116-270	116-118

Download as Excel Spreadsheet

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

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