ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	119-000	118-235	-0-085	-0.2%	118-135
High	119-000	119-045	0-045	0.1%	119-280
Low	118-130	118-070	-0-060	-0.2%	118-015
Close	118-210	118-120	-0-090	-0.2%	119-115
Range	0-190	0-295	0-105	55.3%	1-265
ATR	0-259	0-262	0-003	1.0%	0-000
Volume	12,712	8,933	-3,779	-29.7%	105,196

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-110	120-250	118-282
R3	120-135	119-275	118-201
R2	119-160	119-160	118-174
R1	118-300	118-300	118-147	118-242
PP	118-185	118-185	118-185	118-156
S1	118-005	118-005	118-093	117-268
S2	117-210	117-210	118-066
S3	116-235	117-030	118-039
S4	115-260	116-055	117-278

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	118-070	1-210	1.4%	0-278	0.7%	9%	False	True	12,762
10	119-280	118-015	1-265	1.5%	0-231	0.6%	18%	False	False	36,341
20	119-280	116-265	3-015	2.6%	0-247	0.7%	51%	False	False	425,045
40	119-280	114-210	5-070	4.4%	0-284	0.8%	71%	False	False	600,462
60	119-280	114-210	5-070	4.4%	0-292	0.8%	71%	False	False	643,119
80	119-280	112-255	7-025	6.0%	0-307	0.8%	79%	False	False	663,123
100	121-030	112-255	8-095	7.0%	0-296	0.8%	67%	False	False	533,750
120	122-280	112-255	10-025	8.5%	0-260	0.7%	55%	False	False	444,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-019
2.618	121-177
1.618	120-202
1.000	120-020
0.618	119-227
HIGH	119-045
0.618	118-252
0.500	118-218
0.382	118-183
LOW	118-070
0.618	117-208
1.000	117-095
1.618	116-233
2.618	115-258
4.250	114-096

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	118-218	118-268
PP	118-185	118-218
S1	118-152	118-169

Download as Excel Spreadsheet

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

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