ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	118-060	118-160	0-100	0.3%	117-015
High	118-205	119-030	0-145	0.4%	118-100
Low	117-315	118-040	0-045	0.1%	116-265
Close	118-175	118-275	0-100	0.3%	118-010
Range	0-210	0-310	0-100	47.6%	1-155
ATR	0-286	0-288	0-002	0.6%	0-000
Volume	839,546	159,723	-679,823	-81.0%	4,948,923

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-192	121-063	119-126
R3	120-202	120-073	119-040
R2	119-212	119-212	119-012
R1	119-083	119-083	118-303	119-148
PP	118-222	118-222	118-222	118-254
S1	118-093	118-093	118-247	118-158
S2	117-232	117-232	118-218
S3	116-242	117-103	118-190
S4	115-252	116-113	118-104

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	119-030	117-140	1-210	1.4%	0-231	0.6%	86%	True	False	841,379
10	119-030	116-265	2-085	1.9%	0-263	0.7%	90%	True	False	813,749
20	119-030	114-210	4-140	3.7%	0-287	0.8%	95%	True	False	798,991
40	119-030	114-210	4-140	3.7%	0-313	0.8%	95%	True	False	782,013
60	119-030	112-255	6-095	5.3%	0-305	0.8%	96%	True	False	754,411
80	120-150	112-255	7-215	6.5%	0-313	0.8%	79%	False	False	662,256
100	122-060	112-255	9-125	7.9%	0-283	0.7%	65%	False	False	530,116
120	124-110	112-255	11-175	9.7%	0-241	0.6%	53%	False	False	441,764

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-082
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-068
2.618	121-202
1.618	120-212
1.000	120-020
0.618	119-222
HIGH	119-030
0.618	118-232
0.500	118-195
0.382	118-158
LOW	118-040
0.618	117-168
1.000	117-050
1.618	116-178
2.618	115-188
4.250	114-002

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	118-248	118-212
PP	118-222	118-148
S1	118-195	118-085

Download as Excel Spreadsheet

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

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