ECBOT 10 Year T-Note Future March 2009

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

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	122-195	123-030	0-155	0.4%	123-005
High	124-050	123-130	-0-240	-0.6%	124-250
Low	122-180	122-115	-0-065	-0.2%	122-080
Close	123-100	123-055	-0-045	-0.1%	123-100
Range	1-190	1-015	-0-175	-34.3%	2-170
ATR	1-120	1-113	-0-008	-1.7%	0-000
Volume	798,006	823,669	25,663	3.2%	2,808,165

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-038	125-222	123-239
R3	125-023	124-207	123-147
R2	124-008	124-008	123-116
R1	123-192	123-192	123-086	123-260
PP	122-313	122-313	122-313	123-028
S1	122-177	122-177	123-024	122-245
S2	121-298	121-298	122-314
S3	120-283	121-162	122-283
S4	119-268	120-147	122-191

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%	1-167	1.2%	36%	False	False	726,366
10	124-250	121-095	3-155	2.8%	1-100	1.1%	54%	False	False	648,181
20	124-300	121-095	3-205	3.0%	1-090	1.0%	52%	False	False	587,627
40	128-100	121-095	7-005	5.7%	1-108	1.1%	27%	False	False	468,390
60	128-225	118-310	9-235	7.9%	1-127	1.1%	43%	False	False	451,841
80	128-225	110-310	17-235	14.4%	1-118	1.1%	69%	False	False	349,140

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-068
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-274
2.618	126-047
1.618	125-032
1.000	124-145
0.618	124-017
HIGH	123-130
0.618	123-002
0.500	122-282
0.382	122-243
LOW	122-115
0.618	121-228
1.000	121-100
1.618	120-213
2.618	119-198
4.250	117-291

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	123-024	123-065
PP	122-313	123-062
S1	122-282	123-058

Download as Excel Spreadsheet

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

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