ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 117-210 117-310 0-100 0.3% 117-075
High 117-310 118-050 0-060 0.2% 118-185
Low 117-105 117-240 0-135 0.4% 117-010
Close 117-280 118-000 0-040 0.1% 117-050
Range 0-205 0-130 -0-075 -36.6% 1-175
ATR 0-311 0-298 -0-013 -4.2% 0-000
Volume 821,155 860,755 39,600 4.8% 3,544,126
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-060 119-000 118-072
R3 118-250 118-190 118-036
R2 118-120 118-120 118-024
R1 118-060 118-060 118-012 118-090
PP 117-310 117-310 117-310 118-005
S1 117-250 117-250 117-308 117-280
S2 117-180 117-180 117-296
S3 117-050 117-120 117-284
S4 116-240 116-310 117-248
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% 0-262 0.7% 67% False False 837,954
10 118-185 115-205 2-300 2.5% 0-280 0.7% 80% False False 792,639
20 118-185 114-210 3-295 3.3% 0-312 0.8% 85% False False 791,170
40 119-000 114-210 4-110 3.7% 0-311 0.8% 77% False False 768,369
60 119-000 112-255 6-065 5.3% 0-314 0.8% 84% False False 759,873
80 120-150 112-255 7-215 6.5% 0-312 0.8% 68% False False 620,625
100 122-060 112-255 9-125 8.0% 0-274 0.7% 55% False False 496,655
120 124-110 112-255 11-175 9.8% 0-232 0.6% 45% False False 413,879
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 True
Bear Hook False
Bull Hook False
Stretch 0-064
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 119-282
2.618 119-070
1.618 118-260
1.000 118-180
0.618 118-130
HIGH 118-050
0.618 118-000
0.500 117-305
0.382 117-290
LOW 117-240
0.618 117-160
1.000 117-110
1.618 117-030
2.618 116-220
4.250 116-008
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 117-315 117-266
PP 117-310 117-212
S1 117-305 117-158

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

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