ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	120-070	120-120	0-050	0.1%	120-220
High	120-210	120-140	-0-070	-0.2%	121-300
Low	119-270	119-160	-0-110	-0.3%	119-160
Close	120-100	119-230	-0-190	-0.5%	119-230
Range	0-260	0-300	0-040	15.4%	2-140
ATR	1-075	1-068	-0-007	-1.7%	0-000
Volume	7,395	8,744	1,349	18.2%	28,364

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-223	122-047	120-075
R3	121-243	121-067	119-312
R2	120-263	120-263	119-285
R1	120-087	120-087	119-258	120-025
PP	119-283	119-283	119-283	119-252
S1	119-107	119-107	119-202	119-045
S2	118-303	118-303	119-175
S3	118-003	118-127	119-148
S4	117-023	117-147	119-065

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-223	126-047	121-019
R3	125-083	123-227	120-124
R2	122-263	122-263	120-053
R1	121-087	121-087	119-302	120-265
PP	120-123	120-123	120-123	120-052
S1	118-267	118-267	119-158	118-125
S2	117-303	117-303	119-087
S3	115-163	116-127	119-016
S4	113-023	113-307	118-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-300	119-160	2-140	2.0%	1-020	0.9%	9%	False	True	5,672
10	122-290	119-160	3-130	2.8%	1-032	0.9%	6%	False	True	4,423
20	125-040	119-160	5-200	4.7%	1-055	1.0%	4%	False	True	2,679

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-135
2.618	122-285
1.618	121-305
1.000	121-120
0.618	121-005
HIGH	120-140
0.618	120-025
0.500	119-310
0.382	119-275
LOW	119-160
0.618	118-295
1.000	118-180
1.618	117-315
2.618	117-015
4.250	115-165

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	119-310	120-025
PP	119-283	119-307
S1	119-257	119-268

Download as Excel Spreadsheet

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

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