ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	117-105	118-145	1-040	1.0%	116-095
High	118-230	118-150	-0-080	-0.2%	117-020
Low	117-090	117-225	0-135	0.4%	115-215
Close	118-200	117-275	-0-245	-0.6%	116-270
Range	1-140	0-245	-0-215	-46.7%	1-125
ATR	0-305	0-304	-0-001	-0.2%	0-000
Volume	691,052	960,140	269,088	38.9%	2,747,883

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-098	119-272	118-090
R3	119-173	119-027	118-022
R2	118-248	118-248	118-000
R1	118-102	118-102	117-297	118-052
PP	118-003	118-003	118-003	117-299
S1	117-177	117-177	117-253	117-128
S2	117-078	117-078	117-230
S3	116-153	116-252	117-208
S4	115-228	116-007	117-140

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	118-230	116-050	2-180	2.2%	0-281	0.7%	66%	False	False	714,173
10	118-230	114-265	3-285	3.3%	0-280	0.7%	78%	False	False	735,416
20	118-230	112-255	5-295	5.0%	0-300	0.8%	85%	False	False	721,957
40	120-150	112-255	7-215	6.5%	0-318	0.8%	66%	False	False	583,635
60	122-060	112-255	9-125	8.0%	0-271	0.7%	54%	False	False	389,704
80	124-110	112-255	11-175	9.8%	0-214	0.6%	44%	False	False	292,279
100	124-110	112-255	11-175	9.8%	0-171	0.5%	44%	False	False	233,823
120	124-110	112-255	11-175	9.8%	0-142	0.4%	44%	False	False	194,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-231
2.618	120-151
1.618	119-226
1.000	119-075
0.618	118-301
HIGH	118-150
0.618	118-056
0.500	118-028
0.382	117-319
LOW	117-225
0.618	117-074
1.000	116-300
1.618	116-149
2.618	115-224
4.250	114-144

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	118-028	117-251
PP	118-003	117-227
S1	117-299	117-202

Download as Excel Spreadsheet

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

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