ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

Day Change Summary
	Previous	Current
	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	124-115	124-250	0-135	0.3%	127-075
High	124-290	124-280	-0-010	0.0%	128-100
Low	123-090	124-005	0-235	0.6%	124-080
Close	124-115	124-155	0-040	0.1%	124-095
Range	1-200	0-275	-0-245	-47.1%	4-020
ATR	1-161	1-146	-0-015	-3.1%	0-000
Volume	400,874	444,146	43,272	10.8%	363,381

Daily Pivots for day following 07-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-012	126-198	124-306
R3	126-057	125-243	124-231
R2	125-102	125-102	124-205
R1	124-288	124-288	124-180	124-218
PP	124-147	124-147	124-147	124-111
S1	124-013	124-013	124-130	123-262
S2	123-192	123-192	124-105
S3	122-237	123-058	124-079
S4	121-282	122-103	124-004

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	127-235	123-090	4-145	3.6%	1-216	1.3%	27%	False	False	257,083
10	128-100	123-090	5-010	4.0%	1-120	1.1%	24%	False	False	173,993
20	128-225	122-025	6-200	5.3%	1-161	1.2%	36%	False	False	282,230
40	128-225	113-100	15-125	12.4%	1-146	1.2%	73%	False	False	268,896

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-084
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	128-169
2.618	127-040
1.618	126-085
1.000	125-235
0.618	125-130
HIGH	124-280
0.618	124-175
0.500	124-142
0.382	124-110
LOW	124-005
0.618	123-155
1.000	123-050
1.618	122-200
2.618	121-245
4.250	120-116

Fisher Pivots for day following 07-Jan-2009
Pivot	1 day	3 day
R1	124-151	124-113
PP	124-147	124-072
S1	124-142	124-030

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

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