ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	117-135	117-065	-0-070	-0.2%	117-015
High	117-190	117-235	0-045	0.1%	118-165
Low	116-290	116-210	-0-080	-0.2%	116-180
Close	117-060	116-285	-0-095	-0.3%	117-315
Range	0-220	1-025	0-125	56.8%	1-305
ATR	0-260	0-266	0-006	2.3%	0-000
Volume	570,052	795,196	225,144	39.5%	2,862,002

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-105	119-220	117-155
R3	119-080	118-195	117-060
R2	118-055	118-055	117-028
R1	117-170	117-170	116-317	117-100
PP	117-030	117-030	117-030	116-315
S1	116-145	116-145	116-253	116-075
S2	116-005	116-005	116-222
S3	114-300	115-120	116-190
S4	113-275	114-095	116-095

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	116-210	1-275	1.6%	0-291	0.8%	13%	False	True	739,705
10	118-165	116-180	1-305	1.7%	0-244	0.7%	17%	False	False	720,763
20	118-165	115-120	3-045	2.7%	0-252	0.7%	48%	False	False	484,072
40	118-165	113-060	5-105	4.6%	0-274	0.7%	70%	False	False	242,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-064
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-101
2.618	120-178
1.618	119-153
1.000	118-260
0.618	118-128
HIGH	117-235
0.618	117-103
0.500	117-062
0.382	117-022
LOW	116-210
0.618	115-317
1.000	115-185
1.618	114-292
2.618	113-267
4.250	112-024

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	117-062	117-128
PP	117-030	117-073
S1	116-318	117-019

Download as Excel Spreadsheet

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

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