ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	116-280	117-060	0-100	0.3%	115-240
High	117-095	117-245	0-150	0.4%	116-290
Low	116-215	116-250	0-035	0.1%	115-120
Close	117-070	117-170	0-100	0.3%	116-230
Range	0-200	0-315	0-115	57.5%	1-170
ATR	0-279	0-281	0-003	0.9%	0-000
Volume	452,038	529,813	77,775	17.2%	1,421,890

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-100	119-290	118-023
R3	119-105	118-295	117-257
R2	118-110	118-110	117-228
R1	117-300	117-300	117-199	118-045
PP	117-115	117-115	117-115	117-148
S1	116-305	116-305	117-141	117-050
S2	116-120	116-120	117-112
S3	115-125	115-310	117-083
S4	114-130	114-315	116-317

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	117-245	116-030	1-215	1.4%	0-229	0.6%	86%	True	False	439,428
10	117-245	115-120	2-125	2.0%	0-260	0.7%	90%	True	False	247,382
20	117-245	113-060	4-185	3.9%	0-278	0.7%	95%	True	False	124,966

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-088
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-304
2.618	120-110
1.618	119-115
1.000	118-240
0.618	118-120
HIGH	117-245
0.618	117-125
0.500	117-088
0.382	117-050
LOW	116-250
0.618	116-055
1.000	115-255
1.618	115-060
2.618	114-065
4.250	112-191

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	117-142	117-106
PP	117-115	117-042
S1	117-088	116-298

Download as Excel Spreadsheet

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

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