ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 118-015 118-040 0-025 0.1% 117-075
High 118-070 118-185 0-115 0.3% 118-185
Low 117-190 117-010 -0-180 -0.5% 117-010
Close 118-035 117-050 -0-305 -0.8% 117-050
Range 0-200 1-175 0-295 147.5% 1-175
ATR 0-309 1-002 0-013 4.3% 0-000
Volume 944,592 643,131 -301,461 -31.9% 3,544,126
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 122-073 121-077 118-002
R3 120-218 119-222 117-186
R2 119-043 119-043 117-141
R1 118-047 118-047 117-095 117-278
PP 117-188 117-188 117-188 117-144
S1 116-192 116-192 117-005 116-102
S2 116-013 116-013 116-279
S3 114-158 115-017 116-234
S4 112-303 113-162 116-098
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 122-073 121-077 118-002
R3 120-218 119-222 117-186
R2 119-043 119-043 117-141
R1 118-047 118-047 117-095 117-278
PP 117-188 117-188 117-188 117-144
S1 116-192 116-192 117-005 116-102
S2 116-013 116-013 116-279
S3 114-158 115-017 116-234
S4 112-303 113-162 116-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-185 117-010 1-175 1.3% 0-275 0.7% 8% True True 708,825
10 118-185 114-220 3-285 3.3% 0-316 0.8% 63% True False 747,204
20 118-185 114-210 3-295 3.3% 1-006 0.9% 64% True False 753,292
40 119-000 114-210 4-110 3.7% 0-312 0.8% 58% False False 755,104
60 119-000 112-255 6-065 5.3% 1-002 0.9% 70% False False 760,520
80 120-150 112-255 7-215 6.5% 0-310 0.8% 57% False False 588,189
100 122-170 112-255 9-235 8.3% 0-271 0.7% 45% False False 470,634
120 124-110 112-255 11-175 9.9% 0-227 0.6% 38% False False 392,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 125-049
2.618 122-201
1.618 121-026
1.000 120-040
0.618 119-171
HIGH 118-185
0.618 117-316
0.500 117-258
0.382 117-199
LOW 117-010
0.618 116-024
1.000 115-155
1.618 114-169
2.618 112-314
4.250 110-146
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 117-258 117-258
PP 117-188 117-188
S1 117-119 117-119

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

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