ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	119-100	118-290	-0-130	-0.3%	118-060
High	119-100	119-030	-0-070	-0.2%	119-155
Low	118-285	118-100	-0-185	-0.5%	117-315
Close	119-030	118-125	-0-225	-0.6%	118-125
Range	0-135	0-250	0-115	85.2%	1-160
ATR	0-274	0-273	-0-002	-0.6%	0-000
Volume	60,784	44,884	-15,900	-26.2%	1,225,730

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-302	120-143	118-262
R3	120-052	119-213	118-194
R2	119-122	119-122	118-171
R1	118-283	118-283	118-148	118-238
PP	118-192	118-192	118-192	118-169
S1	118-033	118-033	118-102	117-308
S2	117-262	117-262	118-079
S3	117-012	117-103	118-056
S4	116-082	116-173	117-308

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-038	122-082	119-069
R3	121-198	120-242	118-257
R2	120-038	120-038	118-213
R1	119-082	119-082	118-169	119-220
PP	118-198	118-198	118-198	118-268
S1	117-242	117-242	118-081	118-060
S2	117-038	117-038	118-037
S3	115-198	116-082	117-313
S4	114-038	114-242	117-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-155	117-315	1-160	1.3%	0-226	0.6%	27%	False	False	245,146
10	119-155	116-265	2-210	2.2%	0-225	0.6%	59%	False	False	617,465
20	119-155	114-220	4-255	4.1%	0-270	0.7%	77%	False	False	682,334
40	119-155	114-210	4-265	4.1%	0-302	0.8%	77%	False	False	726,326
60	119-155	113-190	5-285	5.0%	0-299	0.8%	81%	False	False	725,052
80	120-150	112-255	7-215	6.5%	0-311	0.8%	73%	False	False	664,931
100	121-270	112-255	9-015	7.6%	0-286	0.8%	62%	False	False	532,380
120	124-110	112-255	11-175	9.8%	0-246	0.6%	48%	False	False	443,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-071
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-132
2.618	121-044
1.618	120-114
1.000	119-280
0.618	119-184
HIGH	119-030
0.618	118-254
0.500	118-225
0.382	118-196
LOW	118-100
0.618	117-266
1.000	117-170
1.618	117-016
2.618	116-086
4.250	114-318

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	118-225	118-288
PP	118-192	118-233
S1	118-158	118-179

Download as Excel Spreadsheet

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

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