ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 05-Jan-2009

Day Change Summary
	Previous	Current
	02-Jan-2009	05-Jan-2009	Change	Change %	Previous Week
Open	126-105	124-160	-1-265	-1.4%	127-075
High	126-245	124-250	-1-315	-1.6%	128-100
Low	124-080	123-200	-0-200	-0.5%	124-080
Close	124-095	124-055	-0-040	-0.1%	124-095
Range	2-165	1-050	-1-115	-54.0%	4-020
ATR	1-166	1-158	-0-008	-1.7%	0-000
Volume	115,346	206,154	90,808	78.7%	363,381

Daily Pivots for day following 05-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-212	127-023	124-258
R3	126-162	125-293	124-157
R2	125-112	125-112	124-123
R1	124-243	124-243	124-089	124-152
PP	124-062	124-062	124-062	124-016
S1	123-193	123-193	124-021	123-102
S2	123-012	123-012	123-307
S3	121-282	122-143	123-273
S4	120-232	121-093	123-172

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-258	135-037	126-170
R3	133-238	131-017	125-132
R2	129-218	129-218	125-013
R1	126-317	126-317	124-214	126-098
PP	125-198	125-198	125-198	125-089
S1	122-297	122-297	123-296	122-078
S2	121-178	121-178	123-177
S3	117-158	118-277	123-058
S4	113-138	114-257	122-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-100	123-200	4-220	3.8%	1-203	1.3%	12%	False	True	113,907
10	128-100	123-200	4-220	3.8%	1-112	1.1%	12%	False	True	147,014
20	128-225	121-285	6-260	5.5%	1-176	1.2%	33%	False	False	292,887
40	128-225	111-310	16-235	13.5%	1-145	1.2%	73%	False	False	248,183

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-078
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-222
2.618	127-259
1.618	126-209
1.000	125-300
0.618	125-159
HIGH	124-250
0.618	124-109
0.500	124-065
0.382	124-021
LOW	123-200
0.618	122-291
1.000	122-150
1.618	121-241
2.618	120-191
4.250	118-228

Fisher Pivots for day following 05-Jan-2009
Pivot	1 day	3 day
R1	124-065	125-218
PP	124-062	125-057
S1	124-058	124-216

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

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