ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	116-170	116-280	0-110	0.3%	115-240
High	116-280	117-095	0-135	0.4%	116-290
Low	116-030	116-215	0-185	0.5%	115-120
Close	116-230	117-070	0-160	0.4%	116-230
Range	0-250	0-200	-0-050	-20.0%	1-170
ATR	0-285	0-279	-0-006	-2.1%	0-000
Volume	583,143	452,038	-131,105	-22.5%	1,421,890

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-300	118-225	117-180
R3	118-100	118-025	117-125
R2	117-220	117-220	117-107
R1	117-145	117-145	117-088	117-182
PP	117-020	117-020	117-020	117-039
S1	116-265	116-265	117-052	116-302
S2	116-140	116-140	117-033
S3	115-260	116-065	117-015
S4	115-060	115-185	116-280

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	117-095	115-290	1-125	1.2%	0-206	0.5%	94%	True	False	357,091
10	117-095	115-120	1-295	1.6%	0-243	0.6%	96%	True	False	194,871
20	117-095	113-060	4-035	3.5%	0-276	0.7%	98%	True	False	98,517

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	119-305
2.618	118-299
1.618	118-099
1.000	117-295
0.618	117-219
HIGH	117-095
0.618	117-019
0.500	116-315
0.382	116-291
LOW	116-215
0.618	116-091
1.000	116-015
1.618	115-211
2.618	115-011
4.250	114-005

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	117-045	117-014
PP	117-020	116-278
S1	116-315	116-222

Download as Excel Spreadsheet

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

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