ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	116-275	117-030	0-075	0.2%	117-290
High	117-065	117-165	0-100	0.3%	118-045
Low	116-190	116-205	0-015	0.0%	116-200
Close	117-010	117-140	0-130	0.3%	116-270
Range	0-195	0-280	0-085	43.6%	1-165
ATR	0-260	0-261	0-001	0.6%	0-000
Volume	666,462	667,814	1,352	0.2%	4,066,701

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-263	119-162	117-294
R3	118-303	118-202	117-217
R2	118-023	118-023	117-191
R1	117-242	117-242	117-166	117-292
PP	117-063	117-063	117-063	117-089
S1	116-282	116-282	117-114	117-012
S2	116-103	116-103	117-089
S3	115-143	116-002	117-063
S4	114-183	115-042	116-306

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	117-195	116-190	1-005	0.9%	0-251	0.7%	83%	False	False	774,022
10	118-165	116-190	1-295	1.6%	0-271	0.7%	44%	False	False	756,864
20	118-165	116-030	2-135	2.1%	0-242	0.6%	55%	False	False	663,744
40	118-165	113-060	5-105	4.5%	0-271	0.7%	80%	False	False	339,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-082
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-075
2.618	119-258
1.618	118-298
1.000	118-125
0.618	118-018
HIGH	117-165
0.618	117-058
0.500	117-025
0.382	116-312
LOW	116-205
0.618	116-032
1.000	115-245
1.618	115-072
2.618	114-112
4.250	112-295

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	117-102	117-099
PP	117-063	117-058
S1	117-025	117-018

Download as Excel Spreadsheet

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

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