ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	117-075	117-270	0-195	0.5%	114-290
High	117-315	117-280	-0-035	-0.1%	117-260
Low	117-065	117-145	0-080	0.2%	114-220
Close	117-240	117-165	-0-075	-0.2%	117-085
Range	0-250	0-135	-0-115	-46.0%	3-040
ATR	1-013	0-319	-0-014	-4.2%	0-000
Volume	765,358	589,467	-175,891	-23.0%	3,927,917

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-282	118-198	117-239
R3	118-147	118-063	117-202
R2	118-012	118-012	117-190
R1	117-248	117-248	117-177	117-222
PP	117-197	117-197	117-197	117-184
S1	117-113	117-113	117-153	117-088
S2	117-062	117-062	117-140
S3	116-247	116-298	117-128
S4	116-112	116-163	117-091

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	117-315	115-135	2-180	2.2%	0-312	0.8%	82%	False	False	784,218
10	117-315	114-210	3-105	2.8%	0-311	0.8%	86%	False	False	784,234
20	117-315	114-210	3-105	2.8%	1-001	0.9%	86%	False	False	775,880
40	119-000	114-210	4-110	3.7%	0-315	0.8%	66%	False	False	752,155
60	119-000	112-255	6-065	5.3%	1-007	0.9%	76%	False	False	742,483
80	121-030	112-255	8-095	7.1%	0-309	0.8%	57%	False	False	560,926
100	122-280	112-255	10-025	8.6%	0-263	0.7%	47%	False	False	448,741
120	124-110	112-255	11-175	9.8%	0-219	0.6%	41%	False	False	373,951

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	119-214
2.618	118-313
1.618	118-178
1.000	118-095
0.618	118-043
HIGH	117-280
0.618	117-228
0.500	117-212
0.382	117-197
LOW	117-145
0.618	117-062
1.000	117-010
1.618	116-247
2.618	116-112
4.250	115-211

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	117-212	117-151
PP	117-197	117-137
S1	117-181	117-122

Download as Excel Spreadsheet

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

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