ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	117-015	117-210	0-195	0.5%	117-075
High	117-225	117-310	0-085	0.2%	118-185
Low	116-265	117-105	0-160	0.4%	117-010
Close	117-180	117-280	0-100	0.3%	117-050
Range	0-280	0-205	-0-075	-26.8%	1-175
ATR	0-319	0-311	-0-008	-2.6%	0-000
Volume	920,138	821,155	-98,983	-10.8%	3,544,126

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-207	119-128	118-073
R3	119-002	118-243	118-016
R2	118-117	118-117	117-318
R1	118-038	118-038	117-299	118-078
PP	117-232	117-232	117-232	117-251
S1	117-153	117-153	117-261	117-192
S2	117-027	117-027	117-242
S3	116-142	116-268	117-224
S4	115-257	116-063	117-167

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-073	121-077	118-002
R3	120-218	119-222	117-186
R2	119-043	119-043	117-141
R1	118-047	118-047	117-095	117-278
PP	117-188	117-188	117-188	117-144
S1	116-192	116-192	117-005	116-102
S2	116-013	116-013	116-279
S3	114-158	115-017	116-234
S4	112-303	113-162	116-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-185	116-265	1-240	1.5%	0-295	0.8%	60%	False	False	786,118
10	118-185	115-135	3-050	2.7%	0-304	0.8%	78%	False	False	785,168
20	118-185	114-210	3-295	3.3%	1-002	0.9%	82%	False	False	784,655
40	119-000	114-210	4-110	3.7%	0-314	0.8%	74%	False	False	759,876
60	119-000	112-255	6-065	5.3%	0-316	0.8%	82%	False	False	760,292
80	120-150	112-255	7-215	6.5%	0-312	0.8%	66%	False	False	609,901
100	122-090	112-255	9-155	8.0%	0-274	0.7%	54%	False	False	488,047
120	124-110	112-255	11-175	9.8%	0-231	0.6%	44%	False	False	406,706

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-070
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-221
2.618	119-207
1.618	119-002
1.000	118-195
0.618	118-117
HIGH	117-310
0.618	117-232
0.500	117-208
0.382	117-183
LOW	117-105
0.618	116-298
1.000	116-220
1.618	116-093
2.618	115-208
4.250	114-194

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	117-256	117-262
PP	117-232	117-243
S1	117-208	117-225

Download as Excel Spreadsheet

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

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