ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	115-240	116-060	0-140	0.4%	116-030
High	116-080	116-170	0-090	0.2%	117-040
Low	115-120	115-290	0-170	0.5%	115-180
Close	116-030	116-140	0-110	0.3%	115-220
Range	0-280	0-200	-0-080	-28.6%	1-180
ATR	0-310	0-302	-0-008	-2.5%	0-000
Volume	88,469	118,129	29,660	33.5%	77,858

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-053	117-297	116-250
R3	117-173	117-097	116-195
R2	116-293	116-293	116-177
R1	116-217	116-217	116-158	116-255
PP	116-093	116-093	116-093	116-112
S1	116-017	116-017	116-122	116-055
S2	115-213	115-213	116-103
S3	115-013	115-137	116-085
S4	114-133	114-257	116-030

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%	0-292	0.8%	61%	False	False	55,335
10	117-040	114-000	3-040	2.7%	0-292	0.8%	78%	False	False	29,288
20	117-040	113-060	3-300	3.4%	0-300	0.8%	83%	False	False	15,320

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	0-076
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-060
2.618	118-054
1.618	117-174
1.000	117-050
0.618	116-294
HIGH	116-170
0.618	116-094
0.500	116-070
0.382	116-046
LOW	115-290
0.618	115-166
1.000	115-090
1.618	114-286
2.618	114-086
4.250	113-080

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	116-117	116-120
PP	116-093	116-100
S1	116-070	116-080

Download as Excel Spreadsheet

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

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