ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	117-005	117-270	0-265	0.7%	117-015
High	118-000	118-165	0-165	0.4%	118-165
Low	116-255	117-225	0-290	0.8%	116-180
Close	117-290	117-315	0-025	0.1%	117-315
Range	1-065	0-260	-0-125	-32.5%	1-305
ATR	0-265	0-265	0-000	-0.1%	0-000
Volume	696,492	817,971	121,479	17.4%	2,862,002

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-162	120-018	118-138
R3	119-222	119-078	118-066
R2	118-282	118-282	118-043
R1	118-138	118-138	118-019	118-210
PP	118-022	118-022	118-022	118-058
S1	117-198	117-198	117-291	117-270
S2	117-082	117-082	117-267
S3	116-142	116-258	117-244
S4	115-202	115-318	117-172

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-175	122-230	119-019
R3	121-190	120-245	118-167
R2	119-205	119-205	118-110
R1	118-260	118-260	118-052	119-072
PP	117-220	117-220	117-220	117-286
S1	116-275	116-275	117-258	117-088
S2	115-235	115-235	117-200
S3	113-250	114-290	117-143
S4	111-265	112-305	116-291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-165	116-180	1-305	1.7%	0-250	0.7%	73%	True	False	690,203
10	118-165	116-030	2-135	2.1%	0-240	0.6%	78%	True	False	658,856
20	118-165	115-110	3-055	2.7%	0-243	0.6%	83%	True	False	375,371
40	118-165	113-060	5-105	4.5%	0-281	0.7%	90%	True	False	188,293

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	0-065
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-310
2.618	120-206
1.618	119-266
1.000	119-105
0.618	119-006
HIGH	118-165
0.618	118-066
0.500	118-035
0.382	118-004
LOW	117-225
0.618	117-064
1.000	116-285
1.618	116-124
2.618	115-184
4.250	114-080

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	118-035	117-268
PP	118-022	117-220
S1	118-008	117-172

Download as Excel Spreadsheet

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

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