ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	114-290	114-230	-0-060	-0.2%	114-250
High	115-010	114-310	-0-020	-0.1%	116-170
Low	114-200	114-060	-0-140	-0.4%	114-160
Close	114-300	114-190	-0-110	-0.3%	114-300
Range	0-130	0-250	0-120	92.3%	2-010
ATR	0-000	0-309	0-309		0-000
Volume	18	462	444	2,466.7%	3,956

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-297	116-173	115-008
R3	116-047	115-243	114-259
R2	115-117	115-117	114-236
R1	114-313	114-313	114-213	114-250
PP	114-187	114-187	114-187	114-155
S1	114-063	114-063	114-167	114-000
S2	113-257	113-257	114-144
S3	113-007	113-133	114-121
S4	112-077	112-203	114-052

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	114-060	2-110	2.0%	0-314	0.9%	17%	False	True	872
10	117-000	114-060	2-260	2.5%	0-285	0.8%	14%	False	True	920

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-087
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-092
2.618	117-004
1.618	116-074
1.000	115-240
0.618	115-144
HIGH	114-310
0.618	114-214
0.500	114-185
0.382	114-156
LOW	114-060
0.618	113-226
1.000	113-130
1.618	112-296
2.618	112-046
4.250	110-278

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	114-188	115-035
PP	114-187	114-300
S1	114-185	114-245

Download as Excel Spreadsheet

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

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