ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	118-110	118-110	0-000	0.0%	118-060
High	118-170	119-115	0-265	0.7%	119-155
Low	118-015	118-095	0-080	0.2%	117-315
Close	118-120	119-090	0-290	0.8%	118-125
Range	0-155	1-020	0-185	119.4%	1-160
ATR	0-256	0-262	0-006	2.3%	0-000
Volume	46,932	18,236	-28,696	-61.1%	1,225,730

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-053	121-252	119-277
R3	121-033	120-232	119-184
R2	120-013	120-013	119-152
R1	119-212	119-212	119-121	119-272
PP	118-313	118-313	118-313	119-024
S1	118-192	118-192	119-059	118-252
S2	117-293	117-293	119-028
S3	116-273	117-172	118-316
S4	115-253	116-152	118-223

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	119-115	118-015	1-100	1.1%	0-207	0.5%	94%	True	False	39,410
10	119-155	117-140	2-015	1.7%	0-228	0.6%	90%	False	False	366,398
20	119-155	115-205	3-270	3.2%	0-254	0.7%	95%	False	False	579,519
40	119-155	114-210	4-265	4.0%	0-295	0.8%	96%	False	False	677,404
60	119-155	113-190	5-285	4.9%	0-298	0.8%	97%	False	False	693,833
80	119-260	112-255	7-005	5.9%	0-309	0.8%	92%	False	False	665,678
100	121-270	112-255	9-015	7.6%	0-291	0.8%	72%	False	False	533,294
120	124-110	112-255	11-175	9.7%	0-252	0.7%	56%	False	False	444,412

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	123-280
2.618	122-045
1.618	121-025
1.000	120-135
0.618	120-005
HIGH	119-115
0.618	118-305
0.500	118-265
0.382	118-225
LOW	118-095
0.618	117-205
1.000	117-075
1.618	116-185
2.618	115-165
4.250	113-250

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	119-042	119-028
PP	118-313	118-287
S1	118-265	118-225

Download as Excel Spreadsheet

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

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