ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	116-070	116-160	0-090	0.2%	113-110
High	117-010	116-250	-0-080	-0.2%	116-130
Low	116-040	116-060	0-020	0.1%	113-070
Close	116-170	116-220	0-050	0.1%	115-280
Range	0-290	0-190	-0-100	-34.5%	3-060
ATR	0-307	0-298	-0-008	-2.7%	0-000
Volume	10,787	27,920	17,133	158.8%	11,465

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-107	118-033	117-004
R3	117-237	117-163	116-272
R2	117-047	117-047	116-255
R1	116-293	116-293	116-237	117-010
PP	116-177	116-177	116-177	116-195
S1	116-103	116-103	116-203	116-140
S2	115-307	115-307	116-185
S3	115-117	115-233	116-168
S4	114-247	115-043	116-116

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	115-110	1-220	1.4%	0-222	0.6%	80%	False	False	9,748
10	117-010	113-060	3-270	3.3%	0-292	0.8%	91%	False	False	6,241
20	117-010	113-060	3-270	3.3%	0-284	0.8%	91%	False	False	3,452

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-098
2.618	118-107
1.618	117-237
1.000	117-120
0.618	117-047
HIGH	116-250
0.618	116-177
0.500	116-155
0.382	116-133
LOW	116-060
0.618	115-263
1.000	115-190
1.618	115-073
2.618	114-203
4.250	113-212

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	116-198	116-205
PP	116-177	116-190
S1	116-155	116-175

Download as Excel Spreadsheet

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

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