ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	114-240	114-250	0-010	0.0%	115-140
High	115-040	115-220	0-180	0.5%	115-160
Low	114-000	114-070	0-070	0.2%	113-060
Close	114-230	115-190	0-280	0.8%	113-130
Range	1-040	1-150	0-110	30.6%	2-100
ATR	0-316	1-007	0-011	3.5%	0-000
Volume	3,358	2,810	-548	-16.3%	7,779

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-183	119-017	116-128
R3	118-033	117-187	115-319
R2	116-203	116-203	115-276
R1	116-037	116-037	115-233	116-120
PP	115-053	115-053	115-053	115-095
S1	114-207	114-207	115-147	114-290
S2	113-223	113-223	115-104
S3	112-073	113-057	115-061
S4	110-243	111-227	114-252

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	115-220	113-060	2-160	2.2%	1-042	1.0%	96%	True	False	2,734
10	115-310	113-060	2-250	2.4%	1-016	0.9%	87%	False	False	1,857
20	116-170	113-060	3-110	2.9%	0-319	0.9%	72%	False	False	1,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-070
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	121-298
2.618	119-170
1.618	118-020
1.000	117-050
0.618	116-190
HIGH	115-220
0.618	115-040
0.500	114-305
0.382	114-250
LOW	114-070
0.618	113-100
1.000	112-240
1.618	111-270
2.618	110-120
4.250	107-312

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	115-122	115-102
PP	115-053	115-013
S1	114-305	114-245

Download as Excel Spreadsheet

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

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