ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	116-220	116-170	-0-050	-0.1%	115-240
High	116-290	116-280	-0-010	0.0%	116-290
Low	116-040	116-030	-0-010	0.0%	115-120
Close	116-170	116-230	0-060	0.2%	116-230
Range	0-250	0-250	0-000	0.0%	1-170
ATR	0-287	0-285	-0-003	-0.9%	0-000
Volume	412,785	583,143	170,358	41.3%	1,421,890

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-190	117-048
R3	118-040	117-260	116-299
R2	117-110	117-110	116-276
R1	117-010	117-010	116-253	117-060
PP	116-180	116-180	116-180	116-205
S1	116-080	116-080	116-207	116-130
S2	115-250	115-250	116-184
S3	115-000	115-150	116-161
S4	114-070	114-220	116-092

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-297	120-113	117-180
R3	119-127	118-263	117-045
R2	117-277	117-277	117-000
R1	117-093	117-093	116-275	117-185
PP	116-107	116-107	116-107	116-152
S1	115-243	115-243	116-185	116-015
S2	114-257	114-257	116-140
S3	113-087	114-073	116-095
S4	111-237	112-223	115-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-290	115-120	1-170	1.3%	0-222	0.6%	88%	False	False	284,378
10	117-040	115-120	1-240	1.5%	0-238	0.6%	77%	False	False	149,974
20	117-040	113-060	3-300	3.4%	0-284	0.8%	90%	False	False	75,949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-069

Fibonacci Retracements and Extensions
4.250	120-062
2.618	118-294
1.618	118-044
1.000	117-210
0.618	117-114
HIGH	116-280
0.618	116-184
0.500	116-155
0.382	116-126
LOW	116-030
0.618	115-196
1.000	115-100
1.618	114-266
2.618	114-016
4.250	112-248

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	116-205	116-207
PP	116-180	116-183
S1	116-155	116-160

Download as Excel Spreadsheet

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

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