ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	118-235	118-125	-0-110	-0.3%	118-135
High	119-045	118-315	-0-050	-0.1%	119-280
Low	118-070	118-050	-0-020	-0.1%	118-015
Close	118-120	118-285	0-165	0.4%	119-115
Range	0-295	0-265	-0-030	-10.2%	1-265
ATR	0-262	0-262	0-000	0.1%	0-000
Volume	8,933	8,974	41	0.5%	105,196

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-052	120-273	119-111
R3	120-107	120-008	119-038
R2	119-162	119-162	119-014
R1	119-063	119-063	118-309	119-112
PP	118-217	118-217	118-217	118-241
S1	118-118	118-118	118-261	118-168
S2	117-272	117-272	118-236
S3	117-007	117-173	118-212
S4	116-062	116-228	118-139

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	118-050	1-230	1.4%	0-263	0.7%	43%	False	True	10,909
10	119-280	118-015	1-265	1.5%	0-235	0.6%	46%	False	False	25,159
20	119-280	116-265	3-015	2.6%	0-246	0.6%	68%	False	False	395,415
40	119-280	114-210	5-070	4.4%	0-284	0.7%	81%	False	False	576,464
60	119-280	114-210	5-070	4.4%	0-292	0.8%	81%	False	False	634,290
80	119-280	112-255	7-025	6.0%	0-305	0.8%	86%	False	False	662,125
100	121-030	112-255	8-095	7.0%	0-297	0.8%	73%	False	False	533,827
120	122-170	112-255	9-235	8.2%	0-262	0.7%	63%	False	False	444,867

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	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-161
2.618	121-049
1.618	120-104
1.000	119-260
0.618	119-159
HIGH	118-315
0.618	118-214
0.500	118-182
0.382	118-151
LOW	118-050
0.618	117-206
1.000	117-105
1.618	116-261
2.618	115-316
4.250	114-204

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	118-251	118-259
PP	118-217	118-233
S1	118-182	118-208

Download as Excel Spreadsheet

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

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