ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 20-Feb-2009

Day Change Summary
	Previous	Current
	19-Feb-2009	20-Feb-2009	Change	Change %	Previous Week
Open	123-115	122-195	-0-240	-0.6%	123-005
High	123-205	124-050	0-165	0.4%	124-250
Low	122-080	122-180	0-100	0.3%	122-080
Close	122-170	123-100	0-250	0.6%	123-100
Range	1-125	1-190	0-065	14.6%	2-170
ATR	1-114	1-120	0-006	1.4%	0-000
Volume	806,978	798,006	-8,972	-1.1%	2,808,165

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-040	127-100	124-060
R3	126-170	125-230	123-240
R2	124-300	124-300	123-194
R1	124-040	124-040	123-147	124-170
PP	123-110	123-110	123-110	123-175
S1	122-170	122-170	123-053	122-300
S2	121-240	121-240	123-006
S3	120-050	120-300	122-280
S4	118-180	119-110	122-140

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-013	129-227	124-226
R3	128-163	127-057	124-003
R2	125-313	125-313	123-248
R1	124-207	124-207	123-174	125-100
PP	123-143	123-143	123-143	123-250
S1	122-037	122-037	123-026	122-250
S2	120-293	120-293	122-272
S3	118-123	119-187	122-197
S4	115-273	117-017	121-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-250	122-080	2-170	2.1%	1-184	1.3%	42%	False	False	692,519
10	124-250	121-095	3-155	2.8%	1-099	1.1%	58%	False	False	614,830
20	124-300	121-095	3-205	3.0%	1-096	1.1%	55%	False	False	580,683
40	128-100	121-095	7-005	5.7%	1-105	1.1%	29%	False	False	451,666
60	128-225	117-060	11-165	9.3%	1-135	1.2%	53%	False	False	442,655
80	128-225	110-310	17-235	14.4%	1-119	1.1%	70%	False	False	338,846

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-068
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-298
2.618	128-105
1.618	126-235
1.000	125-240
0.618	125-045
HIGH	124-050
0.618	123-175
0.500	123-115
0.382	123-055
LOW	122-180
0.618	121-185
1.000	120-310
1.618	119-315
2.618	118-125
4.250	115-252

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	123-115	123-165
PP	123-110	123-143
S1	123-105	123-122

Download as Excel Spreadsheet

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

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