ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	118-125	118-310	0-185	0.5%	119-090
High	118-315	119-000	0-005	0.0%	119-145
Low	118-050	118-080	0-030	0.1%	118-050
Close	118-285	118-105	-0-180	-0.5%	118-105
Range	0-265	0-240	-0-025	-9.4%	1-095
ATR	0-262	0-261	-0-002	-0.6%	0-000
Volume	8,974	5,410	-3,564	-39.7%	46,145

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-248	120-097	118-237
R3	120-008	119-177	118-171
R2	119-088	119-088	118-149
R1	118-257	118-257	118-127	118-212
PP	118-168	118-168	118-168	118-146
S1	118-017	118-017	118-083	117-292
S2	117-248	117-248	118-061
S3	117-008	117-097	118-039
S4	116-088	116-177	117-293

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-172	121-233	119-013
R3	121-077	120-138	118-219
R2	119-302	119-302	118-181
R1	119-043	119-043	118-143	118-285
PP	118-207	118-207	118-207	118-168
S1	117-268	117-268	118-067	117-190
S2	117-112	117-112	118-029
S3	116-017	116-173	117-311
S4	114-242	115-078	117-197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-145	118-050	1-095	1.1%	0-239	0.6%	13%	False	False	9,229
10	119-280	118-015	1-265	1.5%	0-246	0.6%	15%	False	False	19,622
20	119-280	116-265	3-015	2.6%	0-248	0.7%	49%	False	False	348,456
40	119-280	114-210	5-070	4.4%	0-278	0.7%	70%	False	False	558,772
60	119-280	114-210	5-070	4.4%	0-291	0.8%	70%	False	False	622,688
80	119-280	112-255	7-025	6.0%	0-302	0.8%	78%	False	False	657,577
100	120-150	112-255	7-215	6.5%	0-296	0.8%	72%	False	False	533,827
120	122-170	112-255	9-235	8.2%	0-264	0.7%	57%	False	False	444,912

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-060
2.618	120-308
1.618	120-068
1.000	119-240
0.618	119-148
HIGH	119-000
0.618	118-228
0.500	118-200
0.382	118-172
LOW	118-080
0.618	117-252
1.000	117-160
1.618	117-012
2.618	116-092
4.250	115-020

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	118-200	118-208
PP	118-168	118-173
S1	118-137	118-139

Download as Excel Spreadsheet

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

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