ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	117-270	117-290	0-020	0.1%	117-015
High	118-165	118-045	-0-120	-0.3%	118-165
Low	117-225	117-120	-0-105	-0.3%	116-180
Close	117-315	117-175	-0-140	-0.4%	117-315
Range	0-260	0-245	-0-015	-5.8%	1-305
ATR	0-265	0-263	-0-001	-0.5%	0-000
Volume	817,971	818,816	845	0.1%	2,862,002

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-315	119-170	117-310
R3	119-070	118-245	117-242
R2	118-145	118-145	117-220
R1	118-000	118-000	117-197	117-270
PP	117-220	117-220	117-220	117-195
S1	117-075	117-075	117-153	117-025
S2	116-295	116-295	117-130
S3	116-050	116-150	117-108
S4	115-125	115-225	117-040

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%	0-249	0.7%	50%	False	False	736,163
10	118-165	116-180	1-305	1.7%	0-239	0.6%	50%	False	False	682,423
20	118-165	115-120	3-045	2.7%	0-238	0.6%	69%	False	False	416,199
40	118-165	113-060	5-105	4.5%	0-280	0.7%	82%	False	False	208,761

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	0-062
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-126
2.618	120-046
1.618	119-121
1.000	118-290
0.618	118-196
HIGH	118-045
0.618	117-271
0.500	117-242
0.382	117-214
LOW	117-120
0.618	116-289
1.000	116-195
1.618	116-044
2.618	115-119
4.250	114-039

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	117-242	117-210
PP	117-220	117-198
S1	117-198	117-187

Download as Excel Spreadsheet

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

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