ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	114-100	113-300	-0-120	-0.3%	114-230
High	115-000	114-160	-0-160	-0.4%	115-310
Low	114-000	113-290	-0-030	-0.1%	114-030
Close	114-020	114-100	0-080	0.2%	115-270
Range	1-000	0-190	-0-130	-40.6%	1-280
ATR	0-318	0-309	-0-009	-2.9%	0-000
Volume	936	870	-66	-7.1%	3,295

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-007	115-243	114-204
R3	115-137	115-053	114-152
R2	114-267	114-267	114-135
R1	114-183	114-183	114-117	114-225
PP	114-077	114-077	114-077	114-098
S1	113-313	113-313	114-083	114-035
S2	113-207	113-207	114-065
S3	113-017	113-123	114-048
S4	112-147	112-253	113-316

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	113-290	2-020	1.8%	0-310	0.8%	20%	False	True	980
10	115-310	113-290	2-020	1.8%	0-277	0.8%	20%	False	True	663
20	117-190	113-290	3-220	3.2%	0-283	0.8%	11%	False	True	769

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-076
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	117-008
2.618	116-017
1.618	115-147
1.000	115-030
0.618	114-277
HIGH	114-160
0.618	114-087
0.500	114-065
0.382	114-043
LOW	113-290
0.618	113-173
1.000	113-100
1.618	112-303
2.618	112-113
4.250	111-122

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	114-088	114-165
PP	114-077	114-143
S1	114-065	114-122

Download as Excel Spreadsheet

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

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