ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	114-230	114-250	0-020	0.1%	114-250
High	114-310	115-080	0-090	0.2%	116-170
Low	114-060	114-120	0-060	0.2%	114-160
Close	114-190	114-200	0-010	0.0%	114-300
Range	0-250	0-280	0-030	12.0%	2-010
ATR	0-309	0-307	-0-002	-0.7%	0-000
Volume	462	121	-341	-73.8%	3,956

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-120	116-280	115-034
R3	116-160	116-000	114-277
R2	115-200	115-200	114-251
R1	115-040	115-040	114-226	114-300
PP	114-240	114-240	114-240	114-210
S1	114-080	114-080	114-174	114-020
S2	113-280	113-280	114-149
S3	113-000	113-120	114-123
S4	112-040	112-160	114-046

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	116-130	114-060	2-070	1.9%	0-272	0.7%	20%	False	False	686
10	116-170	114-060	2-110	2.0%	0-289	0.8%	19%	False	False	736

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	0-089
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-310
2.618	117-173
1.618	116-213
1.000	116-040
0.618	115-253
HIGH	115-080
0.618	114-293
0.500	114-260
0.382	114-227
LOW	114-120
0.618	113-267
1.000	113-160
1.618	112-307
2.618	112-027
4.250	110-210

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	114-260	114-230
PP	114-240	114-220
S1	114-220	114-210

Download as Excel Spreadsheet

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

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