ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	118-000	117-295	-0-025	-0.1%	117-015
High	118-100	118-060	-0-040	-0.1%	118-100
Low	117-155	117-140	-0-015	0.0%	116-265
Close	117-275	118-010	0-055	0.1%	118-010
Range	0-265	0-240	-0-025	-9.4%	1-155
ATR	0-296	0-292	-0-004	-1.3%	0-000
Volume	1,041,353	1,305,522	264,169	25.4%	4,948,923

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-043	119-267	118-142
R3	119-123	119-027	118-076
R2	118-203	118-203	118-054
R1	118-107	118-107	118-032	118-155
PP	117-283	117-283	117-283	117-308
S1	117-187	117-187	117-308	117-235
S2	117-043	117-043	117-286
S3	116-123	116-267	117-264
S4	115-203	116-027	117-198

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-057	121-188	118-271
R3	120-222	120-033	118-141
R2	119-067	119-067	118-097
R1	118-198	118-198	118-054	118-292
PP	117-232	117-232	117-232	117-279
S1	117-043	117-043	117-286	117-138
S2	116-077	116-077	117-243
S3	114-242	115-208	117-199
S4	113-087	114-053	117-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-100	116-265	1-155	1.3%	0-224	0.6%	81%	False	False	989,784
10	118-185	116-265	1-240	1.5%	0-250	0.7%	69%	False	False	849,304
20	118-185	114-210	3-295	3.3%	0-300	0.8%	86%	False	False	831,811
40	119-000	114-210	4-110	3.7%	0-310	0.8%	78%	False	False	787,494
60	119-000	112-255	6-065	5.3%	0-310	0.8%	84%	False	False	768,795
80	120-150	112-255	7-215	6.5%	0-313	0.8%	68%	False	False	649,848
100	122-060	112-255	9-125	8.0%	0-278	0.7%	56%	False	False	520,123
120	124-110	112-255	11-175	9.8%	0-237	0.6%	45%	False	False	433,436

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-120
2.618	120-048
1.618	119-128
1.000	118-300
0.618	118-208
HIGH	118-060
0.618	117-288
0.500	117-260
0.382	117-232
LOW	117-140
0.618	116-312
1.000	116-220
1.618	116-072
2.618	115-152
4.250	114-080

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	117-307	117-313
PP	117-283	117-297
S1	117-260	117-280

Download as Excel Spreadsheet

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

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