ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	114-080	113-110	-0-290	-0.8%	115-140
High	114-120	114-060	-0-060	-0.2%	115-160
Low	113-060	113-070	0-010	0.0%	113-060
Close	113-130	114-040	0-230	0.6%	113-130
Range	1-060	0-310	-0-070	-18.4%	2-100
ATR	0-314	0-314	0-000	-0.1%	0-000
Volume	4,462	1,865	-2,597	-58.2%	7,779

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-240	116-130	114-210
R3	115-250	115-140	114-125
R2	114-260	114-260	114-097
R1	114-150	114-150	114-068	114-205
PP	113-270	113-270	113-270	113-298
S1	113-160	113-160	114-012	113-215
S2	112-280	112-280	113-303
S3	111-290	112-170	113-275
S4	110-300	111-180	113-190

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-310	119-160	114-217
R3	118-210	117-060	114-014
R2	116-110	116-110	113-266
R1	114-280	114-280	113-198	114-145
PP	114-010	114-010	114-010	113-262
S1	112-180	112-180	113-062	112-045
S2	111-230	111-230	112-314
S3	109-130	110-080	112-246
S4	107-030	107-300	112-043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-040	113-060	1-300	1.7%	0-296	0.8%	48%	False	False	1,794
10	115-310	113-060	2-250	2.4%	0-308	0.8%	34%	False	False	1,247
20	117-000	113-060	3-260	3.3%	0-296	0.8%	25%	False	False	1,083

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-098
2.618	116-232
1.618	115-242
1.000	115-050
0.618	114-252
HIGH	114-060
0.618	113-262
0.500	113-225
0.382	113-188
LOW	113-070
0.618	112-198
1.000	112-080
1.618	111-208
2.618	110-218
4.250	109-032

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	113-315	114-010
PP	113-270	113-300
S1	113-225	113-270

Download as Excel Spreadsheet

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

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