ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	116-150	116-070	-0-080	-0.2%	113-110
High	116-160	117-010	0-170	0.5%	116-130
Low	116-020	116-040	0-020	0.1%	113-070
Close	116-030	116-170	0-140	0.4%	115-280
Range	0-140	0-290	0-150	107.1%	3-060
ATR	0-307	0-307	-0-001	-0.2%	0-000
Volume	4,706	10,787	6,081	129.2%	11,465

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-090	118-260	117-010
R3	118-120	117-290	116-250
R2	117-150	117-150	116-223
R1	117-000	117-000	116-197	117-075
PP	116-180	116-180	116-180	116-218
S1	116-030	116-030	116-143	116-105
S2	115-210	115-210	116-117
S3	114-240	115-060	116-090
S4	113-270	114-090	116-010

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	117-010	114-070	2-260	2.4%	0-278	0.7%	82%	True	False	4,726
10	117-010	113-060	3-270	3.3%	0-292	0.8%	87%	True	False	3,536
20	117-010	113-060	3-270	3.3%	0-298	0.8%	87%	True	False	2,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-282
2.618	119-129
1.618	118-159
1.000	117-300
0.618	117-189
HIGH	117-010
0.618	116-219
0.500	116-185
0.382	116-151
LOW	116-040
0.618	115-181
1.000	115-070
1.618	114-211
2.618	113-241
4.250	112-088

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	116-185	116-175
PP	116-180	116-173
S1	116-175	116-172

Download as Excel Spreadsheet

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

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