ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	123-080	123-220	0-140	0.4%	122-210
High	123-300	124-105	0-125	0.3%	123-295
Low	123-025	123-170	0-145	0.4%	121-170
Close	123-215	124-050	0-155	0.4%	121-265
Range	0-275	0-255	-0-020	-7.3%	2-125
ATR	1-093	1-082	-0-011	-2.7%	0-000
Volume	740,724	574,587	-166,137	-22.4%	2,557,180

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-127	126-023	124-190
R3	125-192	125-088	124-120
R2	124-257	124-257	124-097
R1	124-153	124-153	124-073	124-205
PP	124-002	124-002	124-002	124-028
S1	123-218	123-218	124-027	123-270
S2	123-067	123-067	124-003
S3	122-132	122-283	123-300
S4	121-197	122-028	123-230

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-192	128-033	123-046
R3	127-067	125-228	122-155
R2	124-262	124-262	122-085
R1	123-103	123-103	122-015	122-280
PP	122-137	122-137	122-137	122-065
S1	120-298	120-298	121-195	120-155
S2	120-012	120-012	121-125
S3	117-207	118-173	121-055
S4	115-082	116-048	120-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-105	121-095	3-010	2.4%	1-014	0.8%	94%	True	False	537,141
10	124-105	121-095	3-010	2.4%	1-040	0.9%	94%	True	False	534,051
20	127-165	121-095	6-070	5.0%	1-081	1.0%	46%	False	False	540,831
40	128-225	121-095	7-130	6.0%	1-104	1.1%	39%	False	False	406,389
60	128-225	115-120	13-105	10.7%	1-131	1.1%	66%	False	False	392,898
80	128-225	110-310	17-235	14.3%	1-110	1.1%	74%	False	False	295,582

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	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-229
2.618	126-133
1.618	125-198
1.000	125-040
0.618	124-263
HIGH	124-105
0.618	124-008
0.500	123-298
0.382	123-267
LOW	123-170
0.618	123-012
1.000	122-235
1.618	122-077
2.618	121-142
4.250	120-046

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	124-026	123-242
PP	124-002	123-115
S1	123-298	122-308

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

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