ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	117-060	117-190	0-130	0.3%	115-240
High	117-245	118-045	0-120	0.3%	116-290
Low	116-250	117-135	0-205	0.5%	115-120
Close	117-170	118-015	0-165	0.4%	116-230
Range	0-315	0-230	-0-085	-27.0%	1-170
ATR	0-281	0-278	-0-004	-1.3%	0-000
Volume	529,813	878,850	349,037	65.9%	1,421,890

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-008	119-242	118-142
R3	119-098	119-012	118-078
R2	118-188	118-188	118-057
R1	118-102	118-102	118-036	118-145
PP	117-278	117-278	117-278	117-300
S1	117-192	117-192	117-314	117-235
S2	117-048	117-048	117-293
S3	116-138	116-282	117-272
S4	115-228	116-052	117-208

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	118-045	116-030	2-015	1.7%	0-249	0.7%	95%	True	False	571,325
10	118-045	115-120	2-245	2.3%	0-254	0.7%	97%	True	False	334,188
20	118-045	113-060	4-305	4.2%	0-273	0.7%	98%	True	False	168,862
40	118-045	113-060	4-305	4.2%	0-280	0.7%	98%	True	False	84,801

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	0-090
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-062
2.618	120-007
1.618	119-097
1.000	118-275
0.618	118-187
HIGH	118-045
0.618	117-277
0.500	117-250
0.382	117-223
LOW	117-135
0.618	116-313
1.000	116-225
1.618	116-083
2.618	115-173
4.250	114-118

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	117-307	117-267
PP	117-278	117-198
S1	117-250	117-130

Download as Excel Spreadsheet

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

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