ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	114-250	114-260	0-010	0.0%	114-250
High	115-080	115-000	-0-080	-0.2%	116-170
Low	114-120	114-030	-0-090	-0.2%	114-160
Close	114-200	114-180	-0-020	-0.1%	114-300
Range	0-280	0-290	0-010	3.6%	2-010
ATR	0-307	0-305	-0-001	-0.4%	0-000
Volume	121	597	476	393.4%	3,956

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-087	116-263	115-020
R3	116-117	115-293	114-260
R2	115-147	115-147	114-233
R1	115-003	115-003	114-207	114-250
PP	114-177	114-177	114-177	114-140
S1	114-033	114-033	114-153	113-280
S2	113-207	113-207	114-127
S3	112-237	113-063	114-100
S4	111-267	112-093	114-020

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	116-010	114-030	1-300	1.7%	0-284	0.8%	24%	False	True	313
10	116-170	114-030	2-140	2.1%	0-296	0.8%	19%	False	True	524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-090
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-272
2.618	117-119
1.618	116-149
1.000	115-290
0.618	115-179
HIGH	115-000
0.618	114-209
0.500	114-175
0.382	114-141
LOW	114-030
0.618	113-171
1.000	113-060
1.618	112-201
2.618	111-231
4.250	110-078

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	114-178	114-215
PP	114-177	114-203
S1	114-175	114-192

Download as Excel Spreadsheet

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

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