ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	116-240	115-240	-1-000	-0.9%	116-030
High	117-040	116-080	-0-280	-0.7%	117-040
Low	115-180	115-120	-0-060	-0.2%	115-180
Close	115-220	116-030	0-130	0.4%	115-220
Range	1-180	0-280	-0-220	-44.0%	1-180
ATR	0-313	0-310	-0-002	-0.7%	0-000
Volume	31,374	88,469	57,095	182.0%	77,858

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-170	118-060	116-184
R3	117-210	117-100	116-107
R2	116-250	116-250	116-081
R1	116-140	116-140	116-056	116-195
PP	115-290	115-290	115-290	115-318
S1	115-180	115-180	116-004	115-235
S2	115-010	115-010	115-299
S3	114-050	114-220	115-273
S4	113-090	113-260	115-196

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	115-120	1-240	1.5%	0-280	0.8%	41%	False	True	32,651
10	117-040	113-270	3-090	2.8%	0-301	0.8%	69%	False	False	17,592
20	117-040	113-060	3-300	3.4%	0-304	0.8%	74%	False	False	9,420

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	0-067
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-310
2.618	118-173
1.618	117-213
1.000	117-040
0.618	116-253
HIGH	116-080
0.618	115-293
0.500	115-260
0.382	115-227
LOW	115-120
0.618	114-267
1.000	114-160
1.618	113-307
2.618	113-027
4.250	111-210

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	116-000	116-080
PP	115-290	116-063
S1	115-260	116-047

Download as Excel Spreadsheet

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

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