ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	118-310	118-150	-0-160	-0.4%	119-090
High	119-000	118-275	-0-045	-0.1%	119-145
Low	118-080	118-150	0-070	0.2%	118-050
Close	118-105	118-240	0-135	0.4%	118-105
Range	0-240	0-125	-0-115	-47.9%	1-095
ATR	0-261	0-254	-0-006	-2.5%	0-000
Volume	5,410	6,889	1,479	27.3%	46,145

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-277	119-223	118-309
R3	119-152	119-098	118-274
R2	119-027	119-027	118-263
R1	118-293	118-293	118-251	119-000
PP	118-222	118-222	118-222	118-235
S1	118-168	118-168	118-229	118-195
S2	118-097	118-097	118-217
S3	117-292	118-043	118-206
S4	117-167	117-238	118-171

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	119-045	118-050	0-315	0.8%	0-223	0.6%	60%	False	False	8,583
10	119-280	118-015	1-265	1.5%	0-233	0.6%	38%	False	False	15,823
20	119-280	116-265	3-015	2.6%	0-229	0.6%	63%	False	False	316,644
40	119-280	114-210	5-070	4.4%	0-278	0.7%	78%	False	False	534,968
60	119-280	114-210	5-070	4.4%	0-285	0.7%	78%	False	False	608,951
80	119-280	112-255	7-025	6.0%	0-299	0.8%	84%	False	False	649,551
100	120-150	112-255	7-215	6.5%	0-294	0.8%	78%	False	False	533,880
120	122-170	112-255	9-235	8.2%	0-264	0.7%	61%	False	False	444,969

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	120-166
2.618	119-282
1.618	119-157
1.000	119-080
0.618	119-032
HIGH	118-275
0.618	118-227
0.500	118-212
0.382	118-198
LOW	118-150
0.618	118-073
1.000	118-025
1.618	117-268
2.618	117-143
4.250	116-259

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	118-231	118-222
PP	118-222	118-203
S1	118-212	118-185

Download as Excel Spreadsheet

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

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