ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	117-295	118-060	0-085	0.2%	117-015
High	118-060	118-205	0-145	0.4%	118-100
Low	117-140	117-315	0-175	0.5%	116-265
Close	118-010	118-175	0-165	0.4%	118-010
Range	0-240	0-210	-0-030	-12.5%	1-155
ATR	0-292	0-286	-0-006	-2.0%	0-000
Volume	1,305,522	839,546	-465,976	-35.7%	4,948,923

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-115	120-035	118-290
R3	119-225	119-145	118-233
R2	119-015	119-015	118-214
R1	118-255	118-255	118-194	118-295
PP	118-125	118-125	118-125	118-145
S1	118-045	118-045	118-156	118-085
S2	117-235	117-235	118-136
S3	117-025	117-155	118-117
S4	116-135	116-265	118-060

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	118-205	117-105	1-100	1.1%	0-210	0.6%	93%	True	False	973,666
10	118-205	116-265	1-260	1.5%	0-246	0.6%	95%	True	False	856,723
20	118-205	114-210	3-315	3.4%	0-286	0.8%	98%	True	False	831,642
40	119-000	114-210	4-110	3.7%	0-312	0.8%	90%	False	False	791,302
60	119-000	112-255	6-065	5.2%	0-304	0.8%	93%	False	False	770,570
80	120-150	112-255	7-215	6.5%	0-312	0.8%	75%	False	False	660,283
100	122-060	112-255	9-125	7.9%	0-281	0.7%	61%	False	False	528,519
120	124-110	112-255	11-175	9.7%	0-238	0.6%	50%	False	False	440,433

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-138
2.618	120-115
1.618	119-225
1.000	119-095
0.618	119-015
HIGH	118-205
0.618	118-125
0.500	118-100
0.382	118-075
LOW	117-315
0.618	117-185
1.000	117-105
1.618	116-295
2.618	116-085
4.250	115-062

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	118-150	118-121
PP	118-125	118-067
S1	118-100	118-012

Download as Excel Spreadsheet

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

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