ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	118-015	118-090	0-075	0.2%	116-280
High	118-100	118-115	0-015	0.0%	118-045
Low	117-275	117-255	-0-020	-0.1%	116-190
Close	118-060	118-095	0-035	0.1%	117-315
Range	0-145	0-180	0-035	24.1%	1-175
ATR	0-246	0-241	-0-005	-1.9%	0-000
Volume	749,418	466,912	-282,506	-37.7%	3,689,611

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-268	119-202	118-194
R3	119-088	119-022	118-144
R2	118-228	118-228	118-128
R1	118-162	118-162	118-112	118-195
PP	118-048	118-048	118-048	118-065
S1	117-302	117-302	118-078	118-015
S2	117-188	117-188	118-062
S3	117-008	117-122	118-046
S4	116-148	116-262	117-316

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	118-115	116-205	1-230	1.5%	0-203	0.5%	96%	True	False	717,255
10	118-115	116-190	1-245	1.5%	0-234	0.6%	96%	True	False	758,377
20	118-165	116-180	1-305	1.7%	0-237	0.6%	89%	False	False	726,301
40	118-165	113-060	5-105	4.5%	0-257	0.7%	96%	False	False	412,409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-077
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-240
2.618	119-266
1.618	119-086
1.000	118-295
0.618	118-226
HIGH	118-115
0.618	118-046
0.500	118-025
0.382	118-004
LOW	117-255
0.618	117-144
1.000	117-075
1.618	116-284
2.618	116-104
4.250	115-130

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	118-072	118-058
PP	118-048	118-020
S1	118-025	117-302

Download as Excel Spreadsheet

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

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