ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 118-060 118-160 0-100 0.3% 117-015
High 118-205 119-030 0-145 0.4% 118-100
Low 117-315 118-040 0-045 0.1% 116-265
Close 118-175 118-275 0-100 0.3% 118-010
Range 0-210 0-310 0-100 47.6% 1-155
ATR 0-286 0-288 0-002 0.6% 0-000
Volume 839,546 159,723 -679,823 -81.0% 4,948,923
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-192 121-063 119-126
R3 120-202 120-073 119-040
R2 119-212 119-212 119-012
R1 119-083 119-083 118-303 119-148
PP 118-222 118-222 118-222 118-254
S1 118-093 118-093 118-247 118-158
S2 117-232 117-232 118-218
S3 116-242 117-103 118-190
S4 115-252 116-113 118-104
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
5 119-030 117-140 1-210 1.4% 0-231 0.6% 86% True False 841,379
10 119-030 116-265 2-085 1.9% 0-263 0.7% 90% True False 813,749
20 119-030 114-210 4-140 3.7% 0-287 0.8% 95% True False 798,991
40 119-030 114-210 4-140 3.7% 0-313 0.8% 95% True False 782,013
60 119-030 112-255 6-095 5.3% 0-305 0.8% 96% True False 754,411
80 120-150 112-255 7-215 6.5% 0-313 0.8% 79% False False 662,256
100 122-060 112-255 9-125 7.9% 0-283 0.7% 65% False False 530,116
120 124-110 112-255 11-175 9.7% 0-241 0.6% 53% False False 441,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-082
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-068
2.618 121-202
1.618 120-212
1.000 120-020
0.618 119-222
HIGH 119-030
0.618 118-232
0.500 118-195
0.382 118-158
LOW 118-040
0.618 117-168
1.000 117-050
1.618 116-178
2.618 115-188
4.250 114-002
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 118-248 118-212
PP 118-222 118-148
S1 118-195 118-085

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

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