ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	118-160	118-300	0-140	0.4%	117-015
High	119-030	119-155	0-125	0.3%	118-100
Low	118-040	118-250	0-210	0.6%	116-265
Close	118-275	119-125	0-170	0.4%	118-010
Range	0-310	0-225	-0-085	-27.4%	1-155
ATR	0-288	0-283	-0-004	-1.6%	0-000
Volume	159,723	120,793	-38,930	-24.4%	4,948,923

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-105	121-020	119-249
R3	120-200	120-115	119-187
R2	119-295	119-295	119-166
R1	119-210	119-210	119-146	119-252
PP	119-070	119-070	119-070	119-091
S1	118-305	118-305	119-104	119-028
S2	118-165	118-165	119-084
S3	117-260	118-080	119-063
S4	117-035	117-175	119-001

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	119-155	117-140	2-015	1.7%	0-250	0.7%	95%	True	False	693,387
10	119-155	116-265	2-210	2.2%	0-256	0.7%	96%	True	False	765,670
20	119-155	114-210	4-265	4.0%	0-281	0.7%	98%	True	False	766,704
40	119-155	114-210	4-265	4.0%	0-307	0.8%	98%	True	False	767,757
60	119-155	112-255	6-220	5.6%	0-305	0.8%	99%	True	False	746,180
80	120-150	112-255	7-215	6.4%	0-312	0.8%	86%	False	False	663,730
100	122-060	112-255	9-125	7.9%	0-285	0.7%	70%	False	False	531,324
120	124-110	112-255	11-175	9.7%	0-243	0.6%	57%	False	False	442,770

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	0-085
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-151
2.618	121-104
1.618	120-199
1.000	120-060
0.618	119-294
HIGH	119-155
0.618	119-069
0.500	119-042
0.382	119-016
LOW	118-250
0.618	118-111
1.000	118-025
1.618	117-206
2.618	116-301
4.250	115-254

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	119-098	119-055
PP	119-070	118-305
S1	119-042	118-235

Download as Excel Spreadsheet

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

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