ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	114-290	115-140	0-170	0.5%	114-230
High	115-310	115-160	-0-150	-0.4%	115-310
Low	114-220	114-130	-0-090	-0.2%	114-030
Close	115-270	114-230	-1-040	-1.0%	115-270
Range	1-090	1-030	-0-060	-14.6%	1-280
ATR	0-310	1-001	0-011	3.4%	0-000
Volume	1,585	674	-911	-57.5%	3,295

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-050	117-170	115-102
R3	117-020	116-140	115-006
R2	115-310	115-310	114-294
R1	115-110	115-110	114-262	115-035
PP	114-280	114-280	114-280	114-242
S1	114-080	114-080	114-198	114-005
S2	113-250	113-250	114-166
S3	112-220	113-050	114-134
S4	111-190	112-020	114-038

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%	1-000	0.9%	33%	False	False	701
10	116-170	114-030	2-140	2.1%	0-317	0.9%	26%	False	False	786

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-090
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-048
2.618	118-116
1.618	117-086
1.000	116-190
0.618	116-056
HIGH	115-160
0.618	115-026
0.500	114-305
0.382	114-264
LOW	114-130
0.618	113-234
1.000	113-100
1.618	112-204
2.618	111-174
4.250	109-242

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	114-305	115-015
PP	114-280	114-300
S1	114-255	114-265

Download as Excel Spreadsheet

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

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