ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	115-110	116-030	0-240	0.7%	113-110
High	116-130	116-180	0-050	0.1%	116-130
Low	115-110	116-030	0-240	0.7%	113-070
Close	115-280	116-120	0-160	0.4%	115-280
Range	1-020	0-150	-0-190	-55.9%	3-060
ATR	1-008	1-000	-0-008	-2.3%	0-000
Volume	2,256	3,071	815	36.1%	11,465

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-240	117-170	116-202
R3	117-090	117-020	116-161
R2	116-260	116-260	116-148
R1	116-190	116-190	116-134	116-225
PP	116-110	116-110	116-110	116-128
S1	116-040	116-040	116-106	116-075
S2	115-280	115-280	116-092
S3	115-130	115-210	116-079
S4	114-300	115-060	116-038

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	116-180	113-270	2-230	2.3%	1-002	0.9%	93%	True	False	2,534
10	116-180	113-060	3-120	2.9%	0-309	0.8%	94%	True	False	2,164
20	116-180	113-060	3-120	2.9%	0-313	0.8%	94%	True	False	1,475

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	False
Bull Hook	False
Stretch	0-061
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	118-178
2.618	117-253
1.618	117-103
1.000	117-010
0.618	116-273
HIGH	116-180
0.618	116-123
0.500	116-105
0.382	116-087
LOW	116-030
0.618	115-257
1.000	115-200
1.618	115-107
2.618	114-277
4.250	114-032

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	116-115	116-015
PP	116-110	115-230
S1	116-105	115-125

Download as Excel Spreadsheet

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

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