ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	118-110	118-310	0-200	0.5%	118-135
High	119-115	119-280	0-165	0.4%	119-280
Low	118-095	118-240	0-145	0.4%	118-015
Close	119-090	119-115	0-025	0.1%	119-115
Range	1-020	1-040	0-020	5.9%	1-265
ATR	0-262	0-269	0-007	2.7%	0-000
Volume	18,236	13,813	-4,423	-24.3%	105,196

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-225	122-050	119-313
R3	121-185	121-010	119-214
R2	120-145	120-145	119-181
R1	119-290	119-290	119-148	120-058
PP	119-105	119-105	119-105	119-149
S1	118-250	118-250	119-082	119-018
S2	118-065	118-065	119-049
S3	117-025	117-210	119-016
S4	115-305	116-170	118-237

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-185	123-255	120-117
R3	122-240	121-310	119-276
R2	120-295	120-295	119-222
R1	120-045	120-045	119-169	120-170
PP	119-030	119-030	119-030	119-092
S1	118-100	118-100	119-061	118-225
S2	117-085	117-085	119-008
S3	115-140	116-155	118-274
S4	113-195	114-210	118-113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-280	118-015	1-265	1.5%	0-252	0.7%	72%	True	False	30,016
10	119-280	117-140	2-140	2.0%	0-238	0.6%	79%	True	False	263,644
20	119-280	116-250	3-030	2.6%	0-248	0.6%	83%	True	False	540,878
40	119-280	114-210	5-070	4.4%	0-298	0.8%	90%	True	False	652,314
60	119-280	113-190	6-090	5.3%	0-298	0.8%	92%	True	False	682,263
80	119-280	112-255	7-025	5.9%	0-312	0.8%	93%	True	False	665,706
100	121-030	112-255	8-095	7.0%	0-292	0.8%	79%	False	False	533,432
120	123-190	112-255	10-255	9.0%	0-254	0.7%	61%	False	False	444,527

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	124-210
2.618	122-262
1.618	121-222
1.000	121-000
0.618	120-182
HIGH	119-280
0.618	119-142
0.500	119-100
0.382	119-058
LOW	118-240
0.618	118-018
1.000	117-200
1.618	116-298
2.618	115-258
4.250	113-310

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	119-110	119-072
PP	119-105	119-030
S1	119-100	118-308

Download as Excel Spreadsheet

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

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