ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	118-085	117-185	-0-220	-0.6%	116-280
High	118-100	117-240	-0-180	-0.5%	119-000
Low	117-170	116-145	-1-025	-0.9%	116-175
Close	117-250	116-225	-1-025	-0.9%	118-225
Range	0-250	1-095	0-165	66.0%	2-145
ATR	0-301	0-310	0-009	2.9%	0-000
Volume	505,548	904,992	399,444	79.0%	3,672,441

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-275	120-025	117-133
R3	119-180	118-250	117-019
R2	118-085	118-085	116-301
R1	117-155	117-155	116-263	117-072
PP	116-310	116-310	116-310	116-269
S1	116-060	116-060	116-187	115-298
S2	115-215	115-215	116-149
S3	114-120	114-285	116-111
S4	113-025	113-190	115-317

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	116-145	2-175	2.2%	0-304	0.8%	10%	False	True	762,227
10	119-000	115-215	3-105	2.9%	0-290	0.8%	31%	False	False	730,257
20	119-000	113-190	5-130	4.6%	0-303	0.8%	58%	False	False	726,690
40	119-260	112-255	7-005	6.0%	1-004	0.9%	56%	False	False	653,952
60	121-270	112-255	9-015	7.8%	0-289	0.8%	43%	False	False	437,221
80	124-110	112-255	11-175	9.9%	0-230	0.6%	34%	False	False	327,916
100	124-110	112-255	11-175	9.9%	0-184	0.5%	34%	False	False	262,333
120	124-110	112-255	11-175	9.9%	0-153	0.4%	34%	False	False	218,611

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	0-040
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-084
2.618	121-046
1.618	119-271
1.000	119-015
0.618	118-176
HIGH	117-240
0.618	117-081
0.500	117-032
0.382	116-304
LOW	116-145
0.618	115-209
1.000	115-050
1.618	114-114
2.618	113-019
4.250	110-301

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	117-032	117-232
PP	116-310	117-123
S1	116-268	117-014

Download as Excel Spreadsheet

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

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