ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	117-290	117-135	-0-155	-0.4%	117-015
High	118-045	117-190	-0-175	-0.5%	118-165
Low	117-120	116-290	-0-150	-0.4%	116-180
Close	117-175	117-060	-0-115	-0.3%	117-315
Range	0-245	0-220	-0-025	-10.2%	1-305
ATR	0-263	0-260	-0-003	-1.2%	0-000
Volume	818,816	570,052	-248,764	-30.4%	2,862,002

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-093	118-297	117-181
R3	118-193	118-077	117-120
R2	117-293	117-293	117-100
R1	117-177	117-177	117-080	117-125
PP	117-073	117-073	117-073	117-048
S1	116-277	116-277	117-040	116-225
S2	116-173	116-173	117-020
S3	115-273	116-057	117-000
S4	115-053	115-157	116-259

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%	0-259	0.7%	32%	False	False	705,879
10	118-165	116-180	1-305	1.7%	0-241	0.6%	32%	False	False	694,224
20	118-165	115-120	3-045	2.7%	0-242	0.6%	58%	False	False	444,548
40	118-165	113-060	5-105	4.5%	0-278	0.7%	75%	False	False	223,011

Crabel Price Patterns
NR	True
NR4	True
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	0-060
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-165
2.618	119-126
1.618	118-226
1.000	118-090
0.618	118-006
HIGH	117-190
0.618	117-106
0.500	117-080
0.382	117-054
LOW	116-290
0.618	116-154
1.000	116-070
1.618	115-254
2.618	115-034
4.250	113-315

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	117-080	117-228
PP	117-073	117-172
S1	117-067	117-116

Download as Excel Spreadsheet

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

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