ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	115-270	114-290	-0-300	-0.8%	114-250
High	116-010	115-010	-1-000	-0.9%	116-170
Low	114-180	114-200	0-020	0.1%	114-160
Close	114-190	114-300	0-110	0.3%	114-300
Range	1-150	0-130	-1-020	-72.3%	2-010
ATR
Volume	367	18	-349	-95.1%	3,956

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-027	115-293	115-052
R3	115-217	115-163	115-016
R2	115-087	115-087	115-004
R1	115-033	115-033	114-312	115-060
PP	114-277	114-277	114-277	114-290
S1	114-223	114-223	114-288	114-250
S2	114-147	114-147	114-276
S3	114-017	114-093	114-264
S4	113-207	113-283	114-228

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-133	120-067	116-018
R3	119-123	118-057	115-159
R2	117-113	117-113	115-099
R1	116-047	116-047	115-040	116-240
PP	115-103	115-103	115-103	115-200
S1	114-037	114-037	114-240	114-230
S2	113-093	113-093	114-181
S3	111-083	112-027	114-121
S4	109-073	110-017	113-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-170	114-160	2-010	1.8%	1-012	0.9%	22%	False	False	791
10	117-170	114-160	3-010	2.6%	0-283	0.8%	14%	False	False	874

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-085
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	116-242
2.618	116-030
1.618	115-220
1.000	115-140
0.618	115-090
HIGH	115-010
0.618	114-280
0.500	114-265
0.382	114-250
LOW	114-200
0.618	114-120
1.000	114-070
1.618	113-310
2.618	113-180
4.250	112-288

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	114-288	115-155
PP	114-277	115-097
S1	114-265	115-038

Download as Excel Spreadsheet

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

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