ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	118-090	118-105	0-015	0.0%	116-280
High	118-115	118-165	0-050	0.1%	118-045
Low	117-255	118-020	0-085	0.2%	116-190
Close	118-095	118-105	0-010	0.0%	117-315
Range	0-180	0-145	-0-035	-19.4%	1-175
ATR	0-241	0-234	-0-007	-2.8%	0-000
Volume	466,912	773,701	306,789	65.7%	3,689,611

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-212	119-143	118-185
R3	119-067	118-318	118-145
R2	118-242	118-242	118-132
R1	118-173	118-173	118-118	118-178
PP	118-097	118-097	118-097	118-099
S1	118-028	118-028	118-092	118-032
S2	117-272	117-272	118-078
S3	117-127	117-203	118-065
S4	116-302	117-058	118-025

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	118-165	117-085	1-080	1.1%	0-176	0.5%	85%	True	False	738,433
10	118-165	116-190	1-295	1.6%	0-214	0.6%	90%	True	False	756,227
20	118-165	116-180	1-305	1.7%	0-229	0.6%	90%	True	False	738,495
40	118-165	113-060	5-105	4.5%	0-253	0.7%	96%	True	False	431,731

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-141
2.618	119-225
1.618	119-080
1.000	118-310
0.618	118-255
HIGH	118-165
0.618	118-110
0.500	118-092
0.382	118-075
LOW	118-020
0.618	117-250
1.000	117-195
1.618	117-105
2.618	116-280
4.250	116-044

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	118-101	118-087
PP	118-097	118-068
S1	118-092	118-050

Download as Excel Spreadsheet

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

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