ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	116-025	115-310	-0-035	-0.1%	116-105
High	116-160	116-145	-0-015	0.0%	118-010
Low	115-155	115-170	0-015	0.0%	115-265
Close	116-000	116-060	0-060	0.2%	116-120
Range	1-005	0-295	-0-030	-9.2%	2-065
ATR	0-317	0-316	-0-002	-0.5%	0-000
Volume	730,450	762,678	32,228	4.4%	3,947,356

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-263	118-137	116-222
R3	117-288	117-162	116-141
R2	116-313	116-313	116-114
R1	116-187	116-187	116-087	116-250
PP	116-018	116-018	116-018	116-050
S1	115-212	115-212	116-033	115-275
S2	115-043	115-043	116-006
S3	114-068	114-237	115-299
S4	113-093	113-262	115-218

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-113	122-022	117-188
R3	121-048	119-277	116-314
R2	118-303	118-303	116-249
R1	117-212	117-212	116-185	118-098
PP	116-238	116-238	116-238	117-021
S1	115-147	115-147	116-055	116-032
S2	114-173	114-173	115-311
S3	112-108	113-082	115-246
S4	110-043	111-017	115-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-230	115-155	1-075	1.1%	0-270	0.7%	57%	False	False	713,242
10	118-010	115-155	2-175	2.2%	1-012	0.9%	28%	False	False	735,403
20	119-000	115-155	3-165	3.0%	0-313	0.8%	20%	False	False	739,667
40	119-000	112-255	6-065	5.3%	0-315	0.8%	55%	False	False	740,021
60	120-150	112-255	7-215	6.6%	0-314	0.8%	44%	False	False	576,462
80	122-060	112-255	9-125	8.1%	0-268	0.7%	36%	False	False	432,559
100	124-110	112-255	11-175	9.9%	0-220	0.6%	29%	False	False	346,048
120	124-110	112-255	11-175	9.9%	0-183	0.5%	29%	False	False	288,373

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	0-095
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-119
2.618	118-277
1.618	117-302
1.000	117-120
0.618	117-007
HIGH	116-145
0.618	116-032
0.500	115-318
0.382	115-283
LOW	115-170
0.618	114-308
1.000	114-195
1.618	114-013
2.618	113-038
4.250	111-196

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	116-039	116-051
PP	116-018	116-042
S1	115-318	116-032

Download as Excel Spreadsheet

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

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