ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	117-210	117-310	0-100	0.3%	117-075
High	117-310	118-050	0-060	0.2%	118-185
Low	117-105	117-240	0-135	0.4%	117-010
Close	117-280	118-000	0-040	0.1%	117-050
Range	0-205	0-130	-0-075	-36.6%	1-175
ATR	0-311	0-298	-0-013	-4.2%	0-000
Volume	821,155	860,755	39,600	4.8%	3,544,126

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-060	119-000	118-072
R3	118-250	118-190	118-036
R2	118-120	118-120	118-024
R1	118-060	118-060	118-012	118-090
PP	117-310	117-310	117-310	118-005
S1	117-250	117-250	117-308	117-280
S2	117-180	117-180	117-296
S3	117-050	117-120	117-284
S4	116-240	116-310	117-248

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%	0-262	0.7%	67%	False	False	837,954
10	118-185	115-205	2-300	2.5%	0-280	0.7%	80%	False	False	792,639
20	118-185	114-210	3-295	3.3%	0-312	0.8%	85%	False	False	791,170
40	119-000	114-210	4-110	3.7%	0-311	0.8%	77%	False	False	768,369
60	119-000	112-255	6-065	5.3%	0-314	0.8%	84%	False	False	759,873
80	120-150	112-255	7-215	6.5%	0-312	0.8%	68%	False	False	620,625
100	122-060	112-255	9-125	8.0%	0-274	0.7%	55%	False	False	496,655
120	124-110	112-255	11-175	9.8%	0-232	0.6%	45%	False	False	413,879

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-064
Narrowest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	119-282
2.618	119-070
1.618	118-260
1.000	118-180
0.618	118-130
HIGH	118-050
0.618	118-000
0.500	117-305
0.382	117-290
LOW	117-240
0.618	117-160
1.000	117-110
1.618	117-030
2.618	116-220
4.250	116-008

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	117-315	117-266
PP	117-310	117-212
S1	117-305	117-158

Download as Excel Spreadsheet

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

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