ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	117-205	117-015	-0-190	-0.5%	116-280
High	117-230	117-120	-0-110	-0.3%	118-045
Low	116-300	116-270	-0-030	-0.1%	116-215
Close	117-010	117-005	-0-005	0.0%	117-010
Range	0-250	0-170	-0-080	-32.0%	1-150
ATR	0-268	0-261	-0-007	-2.6%	0-000
Volume	589,017	721,471	132,454	22.5%	3,143,417

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-215	118-120	117-098
R3	118-045	117-270	117-052
R2	117-195	117-195	117-036
R1	117-100	117-100	117-021	117-062
PP	117-025	117-025	117-025	117-006
S1	116-250	116-250	116-309	116-212
S2	116-175	116-175	116-294
S3	116-005	116-080	116-278
S4	115-155	115-230	116-232

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	116-250	1-115	1.2%	0-223	0.6%	17%	False	False	682,570
10	118-045	115-290	2-075	1.9%	0-214	0.6%	50%	False	False	519,830
20	118-045	113-270	4-095	3.7%	0-258	0.7%	74%	False	False	268,711
40	118-045	113-060	4-305	4.2%	0-277	0.7%	77%	False	False	134,897

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	0-067
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-202
2.618	118-245
1.618	118-075
1.000	117-290
0.618	117-225
HIGH	117-120
0.618	117-055
0.500	117-035
0.382	117-015
LOW	116-270
0.618	116-165
1.000	116-100
1.618	115-315
2.618	115-145
4.250	114-188

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	117-035	117-140
PP	117-025	117-095
S1	117-015	117-050

Download as Excel Spreadsheet

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

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