ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	124-160	124-160	0-000	0.0%	122-040
High	124-310	124-270	-0-040	-0.1%	126-040
Low	124-120	124-030	-0-090	-0.2%	120-240
Close	124-190	124-090	-0-100	-0.3%	124-190
Range	0-190	0-240	0-050	26.3%	5-120
ATR	1-135	1-120	-0-015	-3.4%	0-000
Volume	891,011	520,145	-370,866	-41.6%	3,848,584

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-210	126-070	124-222
R3	125-290	125-150	124-156
R2	125-050	125-050	124-134
R1	124-230	124-230	124-112	124-180
PP	124-130	124-130	124-130	124-105
S1	123-310	123-310	124-068	123-260
S2	123-210	123-210	124-046
S3	122-290	123-070	124-024
S4	122-050	122-150	123-278

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	139-303	137-207	127-176
R3	134-183	132-087	126-023
R2	129-063	129-063	125-185
R1	126-287	126-287	125-028	128-015
PP	123-263	123-263	123-263	124-128
S1	121-167	121-167	124-032	122-215
S2	118-143	118-143	123-195
S3	113-023	116-047	123-037
S4	107-223	110-247	121-204

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-040	120-240	5-120	4.3%	1-244	1.4%	66%	False	False	734,039
10	126-040	120-130	5-230	4.6%	1-147	1.2%	68%	False	False	706,506
20	126-040	119-090	6-270	5.5%	1-109	1.1%	73%	False	False	635,589
40	126-040	119-060	6-300	5.6%	1-086	1.0%	73%	False	False	325,514

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-077
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-010
2.618	126-258
1.618	126-018
1.000	125-190
0.618	125-098
HIGH	124-270
0.618	124-178
0.500	124-150
0.382	124-122
LOW	124-030
0.618	123-202
1.000	123-110
1.618	122-282
2.618	122-042
4.250	120-290

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	124-150	124-255
PP	124-130	124-200
S1	124-110	124-145

Download as Excel Spreadsheet

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

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