ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	116-280	116-245	-0-035	-0.1%	116-095
High	117-020	117-125	0-105	0.3%	117-020
Low	116-200	116-175	-0-025	-0.1%	115-215
Close	116-270	117-090	0-140	0.4%	116-270
Range	0-140	0-270	0-130	92.9%	1-125
ATR	0-294	0-293	-0-002	-0.6%	0-000
Volume	687,226	531,278	-155,948	-22.7%	2,747,883

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-193	119-092	117-238
R3	118-243	118-142	117-164
R2	117-293	117-293	117-140
R1	117-192	117-192	117-115	117-242
PP	117-023	117-023	117-023	117-049
S1	116-242	116-242	117-065	116-292
S2	116-073	116-073	117-040
S3	115-123	115-292	117-016
S4	114-173	115-022	116-262

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	117-125	115-215	1-230	1.5%	0-239	0.6%	94%	True	False	664,284
10	117-125	114-265	2-180	2.2%	0-269	0.7%	96%	True	False	694,319
20	117-125	112-255	4-190	3.9%	0-288	0.8%	98%	True	False	699,208
40	120-150	112-255	7-215	6.5%	0-313	0.8%	58%	False	False	542,499
60	122-060	112-255	9-125	8.0%	0-263	0.7%	48%	False	False	362,184
80	124-110	112-255	11-175	9.8%	0-205	0.5%	39%	False	False	271,639
100	124-110	112-255	11-175	9.8%	0-164	0.4%	39%	False	False	217,311
120	124-110	112-255	11-175	9.8%	0-137	0.4%	39%	False	False	181,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-081
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-312
2.618	119-192
1.618	118-242
1.000	118-075
0.618	117-292
HIGH	117-125
0.618	117-022
0.500	116-310
0.382	116-278
LOW	116-175
0.618	116-008
1.000	115-225
1.618	115-058
2.618	114-108
4.250	112-308

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	117-057	117-036
PP	117-023	116-302
S1	116-310	116-248

Download as Excel Spreadsheet

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

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