ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	123-075	122-255	-0-140	-0.4%	123-005
High	123-255	123-020	-0-235	-0.6%	124-250
Low	122-230	121-175	-1-055	-1.0%	122-080
Close	122-275	121-200	-1-075	-1.0%	123-100
Range	1-025	1-165	0-140	40.6%	2-170
ATR	1-106	1-110	0-004	1.0%	0-000
Volume	710,141	778,143	68,002	9.6%	2,808,165

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-200	125-205	122-147
R3	125-035	124-040	122-013
R2	123-190	123-190	121-289
R1	122-195	122-195	121-244	122-110
PP	122-025	122-025	122-025	121-302
S1	121-030	121-030	121-156	120-265
S2	120-180	120-180	121-111
S3	119-015	119-185	121-067
S4	117-170	118-020	120-253

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-013	129-227	124-226
R3	128-163	127-057	124-003
R2	125-313	125-313	123-248
R1	124-207	124-207	123-174	125-100
PP	123-143	123-143	123-143	123-250
S1	122-037	122-037	123-026	122-250
S2	120-293	120-293	122-272
S3	118-123	119-187	122-197
S4	115-273	117-017	121-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-050	121-175	2-195	2.1%	1-104	1.1%	3%	False	True	783,387
10	124-250	121-175	3-075	2.7%	1-102	1.1%	2%	False	True	708,986
20	124-300	121-095	3-205	3.0%	1-094	1.1%	9%	False	False	607,594
40	128-100	121-095	7-005	5.8%	1-109	1.1%	5%	False	False	501,330
60	128-225	119-270	8-275	7.3%	1-129	1.2%	20%	False	False	459,006
80	128-225	110-310	17-235	14.6%	1-120	1.1%	60%	False	False	367,739

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	0-082
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-161
2.618	127-010
1.618	125-165
1.000	124-185
0.618	124-000
HIGH	123-020
0.618	122-155
0.500	122-098
0.382	122-040
LOW	121-175
0.618	120-195
1.000	120-010
1.618	119-030
2.618	117-185
4.250	115-034

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	122-098	122-215
PP	122-025	122-103
S1	121-272	121-312

Download as Excel Spreadsheet

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

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