ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 119-100 118-290 -0-130 -0.3% 118-060
High 119-100 119-030 -0-070 -0.2% 119-155
Low 118-285 118-100 -0-185 -0.5% 117-315
Close 119-030 118-125 -0-225 -0.6% 118-125
Range 0-135 0-250 0-115 85.2% 1-160
ATR 0-274 0-273 -0-002 -0.6% 0-000
Volume 60,784 44,884 -15,900 -26.2% 1,225,730
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-302 120-143 118-262
R3 120-052 119-213 118-194
R2 119-122 119-122 118-171
R1 118-283 118-283 118-148 118-238
PP 118-192 118-192 118-192 118-169
S1 118-033 118-033 118-102 117-308
S2 117-262 117-262 118-079
S3 117-012 117-103 118-056
S4 116-082 116-173 117-308
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-038 122-082 119-069
R3 121-198 120-242 118-257
R2 120-038 120-038 118-213
R1 119-082 119-082 118-169 119-220
PP 118-198 118-198 118-198 118-268
S1 117-242 117-242 118-081 118-060
S2 117-038 117-038 118-037
S3 115-198 116-082 117-313
S4 114-038 114-242 117-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-155 117-315 1-160 1.3% 0-226 0.6% 27% False False 245,146
10 119-155 116-265 2-210 2.2% 0-225 0.6% 59% False False 617,465
20 119-155 114-220 4-255 4.1% 0-270 0.7% 77% False False 682,334
40 119-155 114-210 4-265 4.1% 0-302 0.8% 77% False False 726,326
60 119-155 113-190 5-285 5.0% 0-299 0.8% 81% False False 725,052
80 120-150 112-255 7-215 6.5% 0-311 0.8% 73% False False 664,931
100 121-270 112-255 9-015 7.6% 0-286 0.8% 62% False False 532,380
120 124-110 112-255 11-175 9.8% 0-246 0.6% 48% False False 443,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-071
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-132
2.618 121-044
1.618 120-114
1.000 119-280
0.618 119-184
HIGH 119-030
0.618 118-254
0.500 118-225
0.382 118-196
LOW 118-100
0.618 117-266
1.000 117-170
1.618 117-016
2.618 116-086
4.250 114-318
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 118-225 118-288
PP 118-192 118-233
S1 118-158 118-179

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

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