ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 117-310 118-000 0-010 0.0% 117-075
High 118-050 118-100 0-050 0.1% 118-185
Low 117-240 117-155 -0-085 -0.2% 117-010
Close 118-000 117-275 -0-045 -0.1% 117-050
Range 0-130 0-265 0-135 103.8% 1-175
ATR 0-298 0-296 -0-002 -0.8% 0-000
Volume 860,755 1,041,353 180,598 21.0% 3,544,126
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-118 119-302 118-101
R3 119-173 119-037 118-028
R2 118-228 118-228 118-004
R1 118-092 118-092 117-299 118-028
PP 117-283 117-283 117-283 117-251
S1 117-147 117-147 117-251 117-082
S2 117-018 117-018 117-226
S3 116-073 116-202 117-202
S4 115-128 115-257 117-129
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% 0-275 0.7% 59% False False 857,306
10 118-185 116-250 1-255 1.5% 0-258 0.7% 60% False False 818,112
20 118-185 114-210 3-295 3.3% 0-310 0.8% 82% False False 805,104
40 119-000 114-210 4-110 3.7% 0-312 0.8% 74% False False 772,385
60 119-000 112-255 6-065 5.3% 0-314 0.8% 82% False False 761,715
80 120-150 112-255 7-215 6.5% 0-313 0.8% 66% False False 633,623
100 122-060 112-255 9-125 8.0% 0-277 0.7% 54% False False 507,068
120 124-110 112-255 11-175 9.8% 0-235 0.6% 44% False False 422,557
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 False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-266
2.618 120-154
1.618 119-209
1.000 119-045
0.618 118-264
HIGH 118-100
0.618 117-319
0.500 117-288
0.382 117-256
LOW 117-155
0.618 116-311
1.000 116-210
1.618 116-046
2.618 115-101
4.250 113-309
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 117-288 117-271
PP 117-283 117-267
S1 117-279 117-262

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

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