ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 117-015 117-210 0-195 0.5% 117-075
High 117-225 117-310 0-085 0.2% 118-185
Low 116-265 117-105 0-160 0.4% 117-010
Close 117-180 117-280 0-100 0.3% 117-050
Range 0-280 0-205 -0-075 -26.8% 1-175
ATR 0-319 0-311 -0-008 -2.6% 0-000
Volume 920,138 821,155 -98,983 -10.8% 3,544,126
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-207 119-128 118-073
R3 119-002 118-243 118-016
R2 118-117 118-117 117-318
R1 118-038 118-038 117-299 118-078
PP 117-232 117-232 117-232 117-251
S1 117-153 117-153 117-261 117-192
S2 117-027 117-027 117-242
S3 116-142 116-268 117-224
S4 115-257 116-063 117-167
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
5 118-185 116-265 1-240 1.5% 0-295 0.8% 60% False False 786,118
10 118-185 115-135 3-050 2.7% 0-304 0.8% 78% False False 785,168
20 118-185 114-210 3-295 3.3% 1-002 0.9% 82% False False 784,655
40 119-000 114-210 4-110 3.7% 0-314 0.8% 74% False False 759,876
60 119-000 112-255 6-065 5.3% 0-316 0.8% 82% False False 760,292
80 120-150 112-255 7-215 6.5% 0-312 0.8% 66% False False 609,901
100 122-090 112-255 9-155 8.0% 0-274 0.7% 54% False False 488,047
120 124-110 112-255 11-175 9.8% 0-231 0.6% 44% False False 406,706
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 True
Bear Hook False
Bull Hook False
Stretch 0-070
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-221
2.618 119-207
1.618 119-002
1.000 118-195
0.618 118-117
HIGH 117-310
0.618 117-232
0.500 117-208
0.382 117-183
LOW 117-105
0.618 116-298
1.000 116-220
1.618 116-093
2.618 115-208
4.250 114-194
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 117-256 117-262
PP 117-232 117-243
S1 117-208 117-225

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

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