ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	118-290	118-135	-0-155	-0.4%	118-060
High	119-030	118-245	-0-105	-0.3%	119-155
Low	118-100	118-090	-0-010	0.0%	117-315
Close	118-125	118-140	0-015	0.0%	118-125
Range	0-250	0-155	-0-095	-38.0%	1-160
ATR	0-273	0-264	-0-008	-3.1%	0-000
Volume	44,884	26,215	-18,669	-41.6%	1,225,730

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-303	119-217	118-225
R3	119-148	119-062	118-183
R2	118-313	118-313	118-168
R1	118-227	118-227	118-154	118-270
PP	118-158	118-158	118-158	118-180
S1	118-072	118-072	118-126	118-115
S2	118-003	118-003	118-112
S3	117-168	117-237	118-097
S4	117-013	117-082	118-055

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	118-040	1-115	1.1%	0-215	0.6%	23%	False	False	82,479
10	119-155	117-105	2-050	1.8%	0-212	0.6%	51%	False	False	528,073
20	119-155	115-115	4-040	3.5%	0-262	0.7%	75%	False	False	640,806
40	119-155	114-210	4-265	4.1%	0-299	0.8%	78%	False	False	711,039
60	119-155	113-190	5-285	5.0%	0-298	0.8%	82%	False	False	710,951
80	120-110	112-255	7-175	6.4%	0-311	0.8%	75%	False	False	665,122
100	121-270	112-255	9-015	7.6%	0-287	0.8%	62%	False	False	532,643
120	124-110	112-255	11-175	9.7%	0-247	0.7%	49%	False	False	443,869

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	0-068
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-264
2.618	120-011
1.618	119-176
1.000	119-080
0.618	119-021
HIGH	118-245
0.618	118-186
0.500	118-168
0.382	118-149
LOW	118-090
0.618	117-314
1.000	117-255
1.618	117-159
2.618	117-004
4.250	116-071

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	118-168	118-255
PP	118-158	118-217
S1	118-149	118-178

Download as Excel Spreadsheet

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

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