ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	118-240	118-085	-0-155	-0.4%	116-280
High	119-000	118-100	-0-220	-0.6%	119-000
Low	118-065	117-170	-0-215	-0.6%	116-175
Close	118-105	117-250	-0-175	-0.5%	118-225
Range	0-255	0-250	-0-005	-2.0%	2-145
ATR	0-304	0-301	-0-004	-1.2%	0-000
Volume	637,711	505,548	-132,163	-20.7%	3,672,441

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-070	119-250	118-068
R3	119-140	119-000	117-319
R2	118-210	118-210	117-296
R1	118-070	118-070	117-273	118-015
PP	117-280	117-280	117-280	117-252
S1	117-140	117-140	117-227	117-085
S2	117-030	117-030	117-204
S3	116-100	116-210	117-181
S4	115-170	115-280	117-112

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-142	124-168	120-017
R3	122-317	122-023	119-121
R2	120-172	120-172	119-049
R1	119-198	119-198	118-297	120-025
PP	118-027	118-027	118-027	118-100
S1	117-053	117-053	118-153	117-200
S2	115-202	115-202	118-081
S3	113-057	114-228	118-009
S4	110-232	112-083	117-113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-000	117-090	1-230	1.5%	0-313	0.8%	29%	False	False	719,439
10	119-000	115-215	3-105	2.8%	0-276	0.7%	63%	False	False	691,861
20	119-000	113-190	5-130	4.6%	0-298	0.8%	77%	False	False	707,320
40	120-070	112-255	7-135	6.3%	1-002	0.9%	67%	False	False	631,530
60	121-270	112-255	9-015	7.7%	0-282	0.7%	55%	False	False	422,137
80	124-110	112-255	11-175	9.8%	0-224	0.6%	43%	False	False	316,604
100	124-110	112-255	11-175	9.8%	0-180	0.5%	43%	False	False	253,283
120	124-110	112-255	11-175	9.8%	0-150	0.4%	43%	False	False	211,070

Crabel Price Patterns
NR	True
NR4	False
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	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-202
2.618	120-114
1.618	119-184
1.000	119-030
0.618	118-254
HIGH	118-100
0.618	118-004
0.500	117-295
0.382	117-266
LOW	117-170
0.618	117-016
1.000	116-240
1.618	116-086
2.618	115-156
4.250	114-068

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	117-295	118-085
PP	117-280	118-033
S1	117-265	117-302

Download as Excel Spreadsheet

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

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