ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	117-125	117-235	0-110	0.3%	116-280
High	117-300	118-045	0-065	0.2%	118-045
Low	117-085	117-170	0-085	0.2%	116-190
Close	117-225	117-315	0-090	0.2%	117-315
Range	0-215	0-195	-0-020	-9.3%	1-175
ATR	0-258	0-253	-0-004	-1.7%	0-000
Volume	853,440	848,695	-4,745	-0.6%	3,689,611

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-228	119-147	118-102
R3	119-033	118-272	118-049
R2	118-158	118-158	118-031
R1	118-077	118-077	118-013	118-118
PP	117-283	117-283	117-283	117-304
S1	117-202	117-202	117-297	117-242
S2	117-088	117-088	117-279
S3	116-213	117-007	117-261
S4	116-018	116-132	117-208

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-068	121-207	118-267
R3	120-213	120-032	118-131
R2	119-038	119-038	118-086
R1	118-177	118-177	118-040	118-268
PP	117-183	117-183	117-183	117-229
S1	117-002	117-002	117-270	117-092
S2	116-008	116-008	117-224
S3	114-153	115-147	117-179
S4	112-298	113-292	117-043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-045	116-190	1-175	1.3%	0-219	0.6%	90%	True	False	737,922
10	118-045	116-190	1-175	1.3%	0-248	0.7%	90%	True	False	775,631
20	118-165	116-030	2-135	2.1%	0-244	0.6%	78%	False	False	717,243
40	118-165	113-060	5-105	4.5%	0-268	0.7%	90%	False	False	382,057

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	0-082
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-234
2.618	119-236
1.618	119-041
1.000	118-240
0.618	118-166
HIGH	118-045
0.618	117-291
0.500	117-268
0.382	117-244
LOW	117-170
0.618	117-049
1.000	116-295
1.618	116-174
2.618	115-299
4.250	114-301

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	117-299	117-252
PP	117-283	117-188
S1	117-268	117-125

Download as Excel Spreadsheet

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

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