ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	116-205	116-280	0-075	0.2%	118-240
High	117-135	117-085	-0-050	-0.1%	119-000
Low	116-205	116-085	-0-120	-0.3%	116-085
Close	117-005	116-125	-0-200	-0.5%	116-125
Range	0-250	1-000	0-070	28.0%	2-235
ATR	0-305	0-307	0-001	0.3%	0-000
Volume	1,017,449	799,503	-217,946	-21.4%	3,865,203

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-205	119-005	116-301
R3	118-205	118-005	116-213
R2	117-205	117-205	116-184
R1	117-005	117-005	116-154	116-265
PP	116-205	116-205	116-205	116-175
S1	116-005	116-005	116-096	115-265
S2	115-205	115-205	116-066
S3	114-205	115-005	116-037
S4	113-205	114-005	115-269

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-135	123-205	117-286
R3	122-220	120-290	117-046
R2	119-305	119-305	116-285
R1	118-055	118-055	116-205	117-222
PP	117-070	117-070	117-070	116-314
S1	115-140	115-140	116-045	114-308
S2	114-155	114-155	115-285
S3	111-240	112-225	115-204
S4	109-005	109-310	114-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-000	116-085	2-235	2.3%	0-298	0.8%	5%	False	True	773,040
10	119-000	116-085	2-235	2.3%	0-296	0.8%	5%	False	True	753,764
20	119-000	113-190	5-130	4.6%	0-293	0.8%	52%	False	False	739,895
40	119-260	112-255	7-005	6.0%	1-008	0.9%	51%	False	False	698,225
60	121-030	112-255	8-095	7.1%	0-293	0.8%	43%	False	False	467,503
80	123-190	112-255	10-255	9.3%	0-237	0.6%	33%	False	False	350,628
100	124-110	112-255	11-175	9.9%	0-189	0.5%	31%	False	False	280,503
120	124-110	112-255	11-175	9.9%	0-158	0.4%	31%	False	False	233,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-165
2.618	119-283
1.618	118-283
1.000	118-085
0.618	117-283
HIGH	117-085
0.618	116-283
0.500	116-245
0.382	116-207
LOW	116-085
0.618	115-207
1.000	115-085
1.618	114-207
2.618	113-207
4.250	112-005

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	116-245	117-002
PP	116-205	116-257
S1	116-165	116-191

Download as Excel Spreadsheet

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

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