ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	114-180	114-290	0-110	0.3%	114-230
High	114-310	115-310	1-000	0.9%	115-310
Low	114-040	114-220	0-180	0.5%	114-030
Close	114-250	115-270	1-020	0.9%	115-270
Range	0-270	1-090	0-140	51.9%	1-280
ATR	0-303	0-310	0-008	2.5%	0-000
Volume	530	1,585	1,055	199.1%	3,295

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-110	118-280	116-176
R3	118-020	117-190	116-063
R2	116-250	116-250	116-025
R1	116-100	116-100	115-308	116-175
PP	115-160	115-160	115-160	115-198
S1	115-010	115-010	115-232	115-085
S2	114-070	114-070	115-195
S3	112-300	113-240	115-157
S4	111-210	112-150	115-044

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-297	120-083	116-280
R3	119-017	118-123	116-115
R2	117-057	117-057	116-060
R1	116-163	116-163	116-005	116-270
PP	115-097	115-097	115-097	115-150
S1	114-203	114-203	115-215	114-310
S2	113-137	113-137	115-160
S3	111-177	112-243	115-105
S4	109-217	110-283	114-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-310	114-030	1-280	1.6%	0-300	0.8%	93%	True	False	659
10	116-170	114-030	2-140	2.1%	0-316	0.9%	72%	False	False	725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-097
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-132
2.618	119-103
1.618	118-013
1.000	117-080
0.618	116-243
HIGH	115-310
0.618	115-153
0.500	115-105
0.382	115-057
LOW	114-220
0.618	113-287
1.000	113-130
1.618	112-197
2.618	111-107
4.250	109-078

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	115-215	115-183
PP	115-160	115-097
S1	115-105	115-010

Download as Excel Spreadsheet

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

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