ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	114-250	115-110	0-180	0.5%	113-110
High	115-220	116-130	0-230	0.6%	116-130
Low	114-070	115-110	1-040	1.0%	113-070
Close	115-190	115-280	0-090	0.2%	115-280
Range	1-150	1-020	-0-130	-27.7%	3-060
ATR	1-007	1-008	0-001	0.3%	0-000
Volume	2,810	2,256	-554	-19.7%	11,465

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-020	118-170	116-147
R3	118-000	117-150	116-054
R2	116-300	116-300	116-022
R1	116-130	116-130	115-311	116-215
PP	115-280	115-280	115-280	116-002
S1	115-110	115-110	115-249	115-195
S2	114-260	114-260	115-218
S3	113-240	114-090	115-186
S4	112-220	113-070	115-093

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-233	123-157	117-201
R3	121-173	120-097	116-240
R2	118-113	118-113	116-147
R1	117-037	117-037	116-054	117-235
PP	115-053	115-053	115-053	115-152
S1	113-297	113-297	115-186	114-175
S2	111-313	111-313	115-093
S3	108-253	110-237	115-000
S4	105-193	107-177	114-039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-130	113-070	3-060	2.8%	1-034	1.0%	83%	True	False	2,293
10	116-130	113-060	3-070	2.8%	1-009	0.9%	83%	True	False	1,924
20	116-170	113-060	3-110	2.9%	1-002	0.9%	80%	False	False	1,324

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	0-063
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-295
2.618	119-060
1.618	118-040
1.000	117-150
0.618	117-020
HIGH	116-130
0.618	116-000
0.500	115-280
0.382	115-240
LOW	115-110
0.618	114-220
1.000	114-090
1.618	113-200
2.618	112-180
4.250	110-265

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	115-280	115-208
PP	115-280	115-137
S1	115-280	115-065

Download as Excel Spreadsheet

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

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