ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	116-160	116-240	0-080	0.2%	116-030
High	116-250	117-040	0-110	0.3%	117-040
Low	116-060	115-180	-0-200	-0.5%	115-180
Close	116-220	115-220	-1-000	-0.9%	115-220
Range	0-190	1-180	0-310	163.2%	1-180
ATR	0-298	0-313	0-014	4.8%	0-000
Volume	27,920	31,374	3,454	12.4%	77,858

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-260	119-260	116-175
R3	119-080	118-080	116-038
R2	117-220	117-220	115-312
R1	116-220	116-220	115-266	116-130
PP	116-040	116-040	116-040	115-315
S1	115-040	115-040	115-174	114-270
S2	114-180	114-180	115-128
S3	113-000	113-180	115-082
S4	111-140	112-000	114-265

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-260	119-260	116-175
R3	119-080	118-080	116-038
R2	117-220	117-220	115-312
R1	116-220	116-220	115-266	116-130
PP	116-040	116-040	116-040	115-315
S1	115-040	115-040	115-174	114-270
S2	114-180	114-180	115-128
S3	113-000	113-180	115-082
S4	111-140	112-000	114-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-040	115-180	1-180	1.4%	0-254	0.7%	8%	True	True	15,571
10	117-040	113-070	3-290	3.4%	0-304	0.8%	63%	True	False	8,932
20	117-040	113-060	3-300	3.4%	0-303	0.8%	63%	True	False	5,019

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-059
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	123-245
2.618	121-069
1.618	119-209
1.000	118-220
0.618	118-029
HIGH	117-040
0.618	116-169
0.500	116-110
0.382	116-051
LOW	115-180
0.618	114-191
1.000	114-000
1.618	113-011
2.618	111-151
4.250	108-295

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	116-110	116-110
PP	116-040	116-040
S1	115-290	115-290

Download as Excel Spreadsheet

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

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