ECBOT 10 Year T-Note Future September 2009

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

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	116-020	116-285	0-265	0.7%	114-290
High	117-050	117-260	0-210	0.6%	117-260
Low	115-205	116-250	1-045	1.0%	114-220
Close	117-005	117-085	0-080	0.2%	117-085
Range	1-165	1-010	-0-155	-32.0%	3-040
ATR	1-020	1-019	-0-001	-0.2%	0-000
Volume	786,625	993,595	206,970	26.3%	3,927,917

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-122	119-273	117-266
R3	119-112	118-263	117-176
R2	118-102	118-102	117-146
R1	117-253	117-253	117-115	118-018
PP	117-092	117-092	117-092	117-134
S1	116-243	116-243	117-055	117-008
S2	116-082	116-082	117-024
S3	115-072	115-233	116-314
S4	114-062	114-223	116-224

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-308	124-237	118-315
R3	122-268	121-197	118-040
R2	119-228	119-228	117-268
R1	118-157	118-157	117-177	119-032
PP	116-188	116-188	116-188	116-286
S1	115-117	115-117	116-313	115-312
S2	113-148	113-148	116-222
S3	110-108	112-077	116-130
S4	107-068	109-037	115-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-260	114-220	3-040	2.7%	1-037	1.0%	83%	True	False	785,583
10	117-260	114-210	3-050	2.7%	1-030	0.9%	83%	True	False	814,317
20	118-010	114-210	3-120	2.9%	1-028	0.9%	77%	False	False	773,454
40	119-000	113-190	5-130	4.6%	1-000	0.9%	68%	False	False	756,674
60	119-260	112-255	7-005	6.0%	1-015	0.9%	64%	False	False	723,301
80	121-030	112-255	8-095	7.1%	0-307	0.8%	54%	False	False	543,991
100	123-190	112-255	10-255	9.2%	0-259	0.7%	41%	False	False	435,193
120	124-110	112-255	11-175	9.8%	0-216	0.6%	39%	False	False	362,661

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	0-081
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-062
2.618	120-164
1.618	119-154
1.000	118-270
0.618	118-144
HIGH	117-260
0.618	117-134
0.500	117-095
0.382	117-056
LOW	116-250
0.618	116-046
1.000	115-240
1.618	115-036
2.618	114-026
4.250	112-128

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	117-095	117-016
PP	117-092	116-267
S1	117-088	116-198

Download as Excel Spreadsheet

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

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