ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	116-160	116-220	0-060	0.2%	116-030
High	116-240	116-290	0-050	0.1%	117-040
Low	116-110	116-040	-0-070	-0.2%	115-180
Close	116-200	116-170	-0-030	-0.1%	115-220
Range	0-130	0-250	0-120	92.3%	1-180
ATR	0-290	0-287	-0-003	-1.0%	0-000
Volume	219,364	412,785	193,421	88.2%	77,858

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-277	118-153	116-308
R3	118-027	117-223	116-239
R2	117-097	117-097	116-216
R1	116-293	116-293	116-193	116-230
PP	116-167	116-167	116-167	116-135
S1	116-043	116-043	116-147	115-300
S2	115-237	115-237	116-124
S3	114-307	115-113	116-101
S4	114-057	114-183	116-032

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%	0-272	0.7%	66%	False	False	174,024
10	117-040	115-110	1-250	1.5%	0-247	0.7%	67%	False	False	91,886
20	117-040	113-060	3-300	3.4%	0-292	0.8%	85%	False	False	46,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-072
2.618	118-304
1.618	118-054
1.000	117-220
0.618	117-124
HIGH	116-290
0.618	116-194
0.500	116-165
0.382	116-136
LOW	116-040
0.618	115-206
1.000	115-110
1.618	114-276
2.618	114-026
4.250	112-258

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	116-168	116-157
PP	116-167	116-143
S1	116-165	116-130

Download as Excel Spreadsheet

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

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