ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 118-160 118-300 0-140 0.4% 117-015
High 119-030 119-155 0-125 0.3% 118-100
Low 118-040 118-250 0-210 0.6% 116-265
Close 118-275 119-125 0-170 0.4% 118-010
Range 0-310 0-225 -0-085 -27.4% 1-155
ATR 0-288 0-283 -0-004 -1.6% 0-000
Volume 159,723 120,793 -38,930 -24.4% 4,948,923
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-105 121-020 119-249
R3 120-200 120-115 119-187
R2 119-295 119-295 119-166
R1 119-210 119-210 119-146 119-252
PP 119-070 119-070 119-070 119-091
S1 118-305 118-305 119-104 119-028
S2 118-165 118-165 119-084
S3 117-260 118-080 119-063
S4 117-035 117-175 119-001
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
5 119-155 117-140 2-015 1.7% 0-250 0.7% 95% True False 693,387
10 119-155 116-265 2-210 2.2% 0-256 0.7% 96% True False 765,670
20 119-155 114-210 4-265 4.0% 0-281 0.7% 98% True False 766,704
40 119-155 114-210 4-265 4.0% 0-307 0.8% 98% True False 767,757
60 119-155 112-255 6-220 5.6% 0-305 0.8% 99% True False 746,180
80 120-150 112-255 7-215 6.4% 0-312 0.8% 86% False False 663,730
100 122-060 112-255 9-125 7.9% 0-285 0.7% 70% False False 531,324
120 124-110 112-255 11-175 9.7% 0-243 0.6% 57% False False 442,770
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 False
Bear Hook False
Bull Hook False
Stretch 0-085
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-151
2.618 121-104
1.618 120-199
1.000 120-060
0.618 119-294
HIGH 119-155
0.618 119-069
0.500 119-042
0.382 119-016
LOW 118-250
0.618 118-111
1.000 118-025
1.618 117-206
2.618 116-301
4.250 115-254
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 119-098 119-055
PP 119-070 118-305
S1 119-042 118-235

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

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