ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	117-235	118-015	0-100	0.3%	116-280
High	118-045	118-100	0-055	0.1%	118-045
Low	117-170	117-275	0-105	0.3%	116-190
Close	117-315	118-060	0-065	0.2%	117-315
Range	0-195	0-145	-0-050	-25.6%	1-175
ATR	0-253	0-246	-0-008	-3.1%	0-000
Volume	848,695	749,418	-99,277	-11.7%	3,689,611

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-153	119-092	118-140
R3	119-008	118-267	118-100
R2	118-183	118-183	118-087
R1	118-122	118-122	118-073	118-152
PP	118-038	118-038	118-038	118-054
S1	117-297	117-297	118-047	118-008
S2	117-213	117-213	118-033
S3	117-068	117-152	118-020
S4	116-243	117-007	117-300

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	118-100	116-190	1-230	1.5%	0-206	0.5%	93%	True	False	757,165
10	118-100	116-190	1-230	1.5%	0-238	0.6%	93%	True	False	768,691
20	118-165	116-180	1-305	1.7%	0-238	0.6%	83%	False	False	725,557
40	118-165	113-060	5-105	4.5%	0-261	0.7%	94%	False	False	400,753

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	0-080
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	120-076
2.618	119-160
1.618	119-015
1.000	118-245
0.618	118-190
HIGH	118-100
0.618	118-045
0.500	118-028
0.382	118-010
LOW	117-275
0.618	117-185
1.000	117-130
1.618	117-040
2.618	116-215
4.250	115-299

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	118-049	118-018
PP	118-038	117-295
S1	118-028	117-252

Download as Excel Spreadsheet

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

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