ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 118-300 119-100 0-120 0.3% 117-015
High 119-155 119-100 -0-055 -0.1% 118-100
Low 118-250 118-285 0-035 0.1% 116-265
Close 119-125 119-030 -0-095 -0.2% 118-010
Range 0-225 0-135 -0-090 -40.0% 1-155
ATR 0-283 0-274 -0-009 -3.1% 0-000
Volume 120,793 60,784 -60,009 -49.7% 4,948,923
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-117 120-048 119-104
R3 119-302 119-233 119-067
R2 119-167 119-167 119-055
R1 119-098 119-098 119-042 119-065
PP 119-032 119-032 119-032 119-015
S1 118-283 118-283 119-018 118-250
S2 118-217 118-217 119-005
S3 118-082 118-148 118-313
S4 117-267 118-013 118-276
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% 0-224 0.6% 81% False False 497,273
10 119-155 116-265 2-210 2.2% 0-250 0.7% 85% False False 677,290
20 119-155 114-210 4-265 4.1% 0-277 0.7% 92% False False 719,564
40 119-155 114-210 4-265 4.1% 0-304 0.8% 92% False False 745,273
60 119-155 112-255 6-220 5.6% 0-303 0.8% 94% False False 737,501
80 120-150 112-255 7-215 6.4% 0-311 0.8% 82% False False 664,454
100 122-060 112-255 9-125 7.9% 0-284 0.7% 67% False False 531,932
120 124-110 112-255 11-175 9.7% 0-244 0.6% 55% False False 443,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-034
2.618 120-133
1.618 119-318
1.000 119-235
0.618 119-183
HIGH 119-100
0.618 119-048
0.500 119-032
0.382 119-017
LOW 118-285
0.618 118-202
1.000 118-150
1.618 118-067
2.618 117-252
4.250 117-031
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 119-032 118-319
PP 119-032 118-288
S1 119-031 118-258

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

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