ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	118-310	119-090	0-100	0.3%	118-135
High	119-280	119-145	-0-135	-0.4%	119-280
Low	118-240	118-260	0-020	0.1%	118-015
Close	119-115	118-315	-0-120	-0.3%	119-115
Range	1-040	0-205	-0-155	-43.1%	1-265
ATR	0-269	0-265	-0-005	-1.7%	0-000
Volume	13,813	10,116	-3,697	-26.8%	105,196

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-002	120-203	119-108
R3	120-117	119-318	119-051
R2	119-232	119-232	119-033
R1	119-113	119-113	119-014	119-070
PP	119-027	119-027	119-027	119-005
S1	118-228	118-228	118-296	118-185
S2	118-142	118-142	118-277
S3	117-257	118-023	118-259
S4	117-052	117-138	118-202

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%	0-243	0.6%	51%	False	False	23,062
10	119-280	117-315	1-285	1.6%	0-234	0.6%	53%	False	False	134,104
20	119-280	116-265	3-015	2.6%	0-242	0.6%	71%	False	False	491,704
40	119-280	114-210	5-070	4.4%	0-295	0.8%	83%	False	False	632,579
60	119-280	113-190	6-090	5.3%	0-294	0.8%	86%	False	False	668,351
80	119-280	112-255	7-025	5.9%	0-312	0.8%	87%	False	False	665,402
100	121-030	112-255	8-095	7.0%	0-294	0.8%	75%	False	False	533,533
120	123-190	112-255	10-255	9.1%	0-256	0.7%	57%	False	False	444,612

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-056
2.618	121-042
1.618	120-157
1.000	120-030
0.618	119-272
HIGH	119-145
0.618	119-067
0.500	119-042
0.382	119-018
LOW	118-260
0.618	118-133
1.000	118-055
1.618	117-248
2.618	117-043
4.250	116-029

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	119-042	119-028
PP	119-027	119-017
S1	119-011	119-006

Download as Excel Spreadsheet

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

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