ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	118-000	117-205	-0-115	-0.3%	116-280
High	118-010	117-230	-0-100	-0.3%	118-045
Low	117-180	116-300	-0-200	-0.5%	116-215
Close	117-240	117-010	-0-230	-0.6%	117-010
Range	0-150	0-250	0-100	66.7%	1-150
ATR	0-269	0-268	-0-001	-0.2%	0-000
Volume	693,699	589,017	-104,682	-15.1%	3,143,417

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-183	119-027	117-148
R3	118-253	118-097	117-079
R2	118-003	118-003	117-056
R1	117-167	117-167	117-033	117-120
PP	117-073	117-073	117-073	117-050
S1	116-237	116-237	116-307	116-190
S2	116-143	116-143	116-284
S3	115-213	115-307	116-261
S4	114-283	115-057	116-192

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-220	120-265	117-268
R3	120-070	119-115	117-139
R2	118-240	118-240	117-096
R1	117-285	117-285	117-053	118-102
PP	117-090	117-090	117-090	117-159
S1	116-135	116-135	116-287	116-272
S2	115-260	115-260	116-244
S3	114-110	114-305	116-201
S4	112-280	113-155	116-072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-045	116-215	1-150	1.3%	0-229	0.6%	24%	False	False	628,683
10	118-045	115-120	2-245	2.4%	0-226	0.6%	60%	False	False	456,530
20	118-045	113-070	4-295	4.2%	0-265	0.7%	77%	False	False	232,731
40	118-045	113-060	4-305	4.2%	0-279	0.7%	78%	False	False	116,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-072
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-012
2.618	119-244
1.618	118-314
1.000	118-160
0.618	118-064
HIGH	117-230
0.618	117-134
0.500	117-105
0.382	117-076
LOW	116-300
0.618	116-146
1.000	116-050
1.618	115-216
2.618	114-286
4.250	113-198

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	117-105	117-172
PP	117-073	117-118
S1	117-042	117-064

Download as Excel Spreadsheet

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

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