ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	116-290	117-005	0-035	0.1%	116-280
High	117-045	118-000	0-275	0.7%	118-045
Low	116-180	116-255	0-075	0.2%	116-215
Close	116-300	117-290	0-310	0.8%	117-010
Range	0-185	1-065	0-200	108.1%	1-150
ATR	0-256	0-265	0-009	3.6%	0-000
Volume	626,068	696,492	70,424	11.2%	3,143,417

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-057	120-238	118-182
R3	119-312	119-173	118-076
R2	118-247	118-247	118-041
R1	118-108	118-108	118-005	118-178
PP	117-182	117-182	117-182	117-216
S1	117-043	117-043	117-255	117-112
S2	116-117	116-117	117-219
S3	115-052	115-298	117-184
S4	113-307	114-233	117-078

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	118-010	116-180	1-150	1.2%	0-228	0.6%	91%	False	False	665,349
10	118-045	116-030	2-015	1.7%	0-238	0.6%	89%	False	False	618,337
20	118-045	114-070	3-295	3.3%	0-254	0.7%	94%	False	False	334,613
40	118-045	113-060	4-305	4.2%	0-280	0.7%	95%	False	False	167,844

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-068
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	123-036
2.618	121-048
1.618	119-303
1.000	119-065
0.618	118-238
HIGH	118-000
0.618	117-173
0.500	117-128
0.382	117-082
LOW	116-255
0.618	116-017
1.000	115-190
1.618	114-272
2.618	113-207
4.250	111-219

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	117-236	117-223
PP	117-182	117-157
S1	117-128	117-090

Download as Excel Spreadsheet

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

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