ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	117-015	116-290	-0-045	-0.1%	116-280
High	117-120	117-045	-0-075	-0.2%	118-045
Low	116-270	116-180	-0-090	-0.2%	116-215
Close	117-005	116-300	-0-025	-0.1%	117-010
Range	0-170	0-185	0-015	8.8%	1-150
ATR	0-261	0-256	-0-005	-2.1%	0-000
Volume	721,471	626,068	-95,403	-13.2%	3,143,417

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-197	118-113	117-082
R3	118-012	117-248	117-031
R2	117-147	117-147	117-014
R1	117-063	117-063	116-317	117-105
PP	116-282	116-282	116-282	116-302
S1	116-198	116-198	116-283	116-240
S2	116-097	116-097	116-266
S3	115-232	116-013	116-249
S4	115-047	115-148	116-198

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	116-180	1-185	1.3%	0-197	0.5%	24%	False	True	701,821
10	118-045	116-030	2-015	1.8%	0-213	0.6%	41%	False	False	570,624
20	118-045	114-000	4-045	3.5%	0-252	0.7%	71%	False	False	299,956
40	118-045	113-060	4-305	4.2%	0-276	0.7%	76%	False	False	150,500

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	0-066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-191
2.618	118-209
1.618	118-024
1.000	117-230
0.618	117-159
HIGH	117-045
0.618	116-294
0.500	116-272
0.382	116-251
LOW	116-180
0.618	116-066
1.000	115-315
1.618	115-201
2.618	115-016
4.250	114-034

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	116-291	117-045
PP	116-282	117-023
S1	116-272	117-002

Download as Excel Spreadsheet

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

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