ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	118-300	119-100	0-120	0.3%	117-015
High	119-155	119-100	-0-055	-0.1%	118-100
Low	118-250	118-285	0-035	0.1%	116-265
Close	119-125	119-030	-0-095	-0.2%	118-010
Range	0-225	0-135	-0-090	-40.0%	1-155
ATR	0-283	0-274	-0-009	-3.1%	0-000
Volume	120,793	60,784	-60,009	-49.7%	4,948,923

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-117	120-048	119-104
R3	119-302	119-233	119-067
R2	119-167	119-167	119-055
R1	119-098	119-098	119-042	119-065
PP	119-032	119-032	119-032	119-015
S1	118-283	118-283	119-018	118-250
S2	118-217	118-217	119-005
S3	118-082	118-148	118-313
S4	117-267	118-013	118-276

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%	0-224	0.6%	81%	False	False	497,273
10	119-155	116-265	2-210	2.2%	0-250	0.7%	85%	False	False	677,290
20	119-155	114-210	4-265	4.1%	0-277	0.7%	92%	False	False	719,564
40	119-155	114-210	4-265	4.1%	0-304	0.8%	92%	False	False	745,273
60	119-155	112-255	6-220	5.6%	0-303	0.8%	94%	False	False	737,501
80	120-150	112-255	7-215	6.4%	0-311	0.8%	82%	False	False	664,454
100	122-060	112-255	9-125	7.9%	0-284	0.7%	67%	False	False	531,932
120	124-110	112-255	11-175	9.7%	0-244	0.6%	55%	False	False	443,277

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-080
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-034
2.618	120-133
1.618	119-318
1.000	119-235
0.618	119-183
HIGH	119-100
0.618	119-048
0.500	119-032
0.382	119-017
LOW	118-285
0.618	118-202
1.000	118-150
1.618	118-067
2.618	117-252
4.250	117-031

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	119-032	118-319
PP	119-032	118-288
S1	119-031	118-258

Download as Excel Spreadsheet

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

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