ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	116-280	116-275	-0-005	0.0%	117-290
High	117-130	117-065	-0-065	-0.2%	118-045
Low	116-240	116-190	-0-050	-0.1%	116-200
Close	116-260	117-010	0-070	0.2%	116-270
Range	0-210	0-195	-0-015	-7.1%	1-165
ATR	0-265	0-260	-0-005	-1.9%	0-000
Volume	653,200	666,462	13,262	2.0%	4,066,701

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-247	118-163	117-117
R3	118-052	117-288	117-064
R2	117-177	117-177	117-046
R1	117-093	117-093	117-028	117-135
PP	116-302	116-302	116-302	117-002
S1	116-218	116-218	116-312	116-260
S2	116-107	116-107	116-294
S3	115-232	116-023	116-276
S4	115-037	115-148	116-223

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-240	120-260	117-217
R3	120-075	119-095	117-083
R2	118-230	118-230	117-039
R1	117-250	117-250	116-314	117-158
PP	117-065	117-065	117-065	117-019
S1	116-085	116-085	116-226	115-312
S2	115-220	115-220	116-181
S3	114-055	114-240	116-137
S4	112-210	113-075	116-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-235	116-190	1-045	1.0%	0-264	0.7%	38%	False	True	799,499
10	118-165	116-180	1-305	1.7%	0-262	0.7%	24%	False	False	752,689
20	118-165	115-290	2-195	2.2%	0-238	0.6%	43%	False	False	636,260
40	118-165	113-060	5-105	4.6%	0-271	0.7%	72%	False	False	322,840

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-076
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	119-254
2.618	118-256
1.618	118-061
1.000	117-260
0.618	117-186
HIGH	117-065
0.618	116-311
0.500	116-288
0.382	116-264
LOW	116-190
0.618	116-069
1.000	115-315
1.618	115-194
2.618	114-319
4.250	114-001

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	116-316	117-032
PP	116-302	117-025
S1	116-288	117-018

Download as Excel Spreadsheet

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

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