ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 118-000 117-295 -0-025 -0.1% 117-015
High 118-100 118-060 -0-040 -0.1% 118-100
Low 117-155 117-140 -0-015 0.0% 116-265
Close 117-275 118-010 0-055 0.1% 118-010
Range 0-265 0-240 -0-025 -9.4% 1-155
ATR 0-296 0-292 -0-004 -1.3% 0-000
Volume 1,041,353 1,305,522 264,169 25.4% 4,948,923
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-043 119-267 118-142
R3 119-123 119-027 118-076
R2 118-203 118-203 118-054
R1 118-107 118-107 118-032 118-155
PP 117-283 117-283 117-283 117-308
S1 117-187 117-187 117-308 117-235
S2 117-043 117-043 117-286
S3 116-123 116-267 117-264
S4 115-203 116-027 117-198
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 122-057 121-188 118-271
R3 120-222 120-033 118-141
R2 119-067 119-067 118-097
R1 118-198 118-198 118-054 118-292
PP 117-232 117-232 117-232 117-279
S1 117-043 117-043 117-286 117-138
S2 116-077 116-077 117-243
S3 114-242 115-208 117-199
S4 113-087 114-053 117-069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-100 116-265 1-155 1.3% 0-224 0.6% 81% False False 989,784
10 118-185 116-265 1-240 1.5% 0-250 0.7% 69% False False 849,304
20 118-185 114-210 3-295 3.3% 0-300 0.8% 86% False False 831,811
40 119-000 114-210 4-110 3.7% 0-310 0.8% 78% False False 787,494
60 119-000 112-255 6-065 5.3% 0-310 0.8% 84% False False 768,795
80 120-150 112-255 7-215 6.5% 0-313 0.8% 68% False False 649,848
100 122-060 112-255 9-125 8.0% 0-278 0.7% 56% False False 520,123
120 124-110 112-255 11-175 9.8% 0-237 0.6% 45% False False 433,436
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-120
2.618 120-048
1.618 119-128
1.000 118-300
0.618 118-208
HIGH 118-060
0.618 117-288
0.500 117-260
0.382 117-232
LOW 117-140
0.618 116-312
1.000 116-220
1.618 116-072
2.618 115-152
4.250 114-080
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 117-307 117-313
PP 117-283 117-297
S1 117-260 117-280

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

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