ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	117-310	118-000	0-010	0.0%	117-075
High	118-050	118-100	0-050	0.1%	118-185
Low	117-240	117-155	-0-085	-0.2%	117-010
Close	118-000	117-275	-0-045	-0.1%	117-050
Range	0-130	0-265	0-135	103.8%	1-175
ATR	0-298	0-296	-0-002	-0.8%	0-000
Volume	860,755	1,041,353	180,598	21.0%	3,544,126

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-118	119-302	118-101
R3	119-173	119-037	118-028
R2	118-228	118-228	118-004
R1	118-092	118-092	117-299	118-028
PP	117-283	117-283	117-283	117-251
S1	117-147	117-147	117-251	117-082
S2	117-018	117-018	117-226
S3	116-073	116-202	117-202
S4	115-128	115-257	117-129

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%	0-275	0.7%	59%	False	False	857,306
10	118-185	116-250	1-255	1.5%	0-258	0.7%	60%	False	False	818,112
20	118-185	114-210	3-295	3.3%	0-310	0.8%	82%	False	False	805,104
40	119-000	114-210	4-110	3.7%	0-312	0.8%	74%	False	False	772,385
60	119-000	112-255	6-065	5.3%	0-314	0.8%	82%	False	False	761,715
80	120-150	112-255	7-215	6.5%	0-313	0.8%	66%	False	False	633,623
100	122-060	112-255	9-125	8.0%	0-277	0.7%	54%	False	False	507,068
120	124-110	112-255	11-175	9.8%	0-235	0.6%	44%	False	False	422,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-061
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-266
2.618	120-154
1.618	119-209
1.000	119-045
0.618	118-264
HIGH	118-100
0.618	117-319
0.500	117-288
0.382	117-256
LOW	117-155
0.618	116-311
1.000	116-210
1.618	116-046
2.618	115-101
4.250	113-309

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	117-288	117-271
PP	117-283	117-267
S1	117-279	117-262

Download as Excel Spreadsheet

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

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