ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	123-030	123-075	0-045	0.1%	123-005
High	123-130	123-255	0-125	0.3%	124-250
Low	122-115	122-230	0-115	0.3%	122-080
Close	123-055	122-275	-0-100	-0.3%	123-100
Range	1-015	1-025	0-010	3.0%	2-170
ATR	1-113	1-106	-0-006	-1.4%	0-000
Volume	823,669	710,141	-113,528	-13.8%	2,808,165

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-115	125-220	123-145
R3	125-090	124-195	123-050
R2	124-065	124-065	123-018
R1	123-170	123-170	122-307	123-105
PP	123-040	123-040	123-040	123-008
S1	122-145	122-145	122-243	122-080
S2	122-015	122-015	122-212
S3	120-310	121-120	122-180
S4	119-285	120-095	122-085

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%	1-105	1.1%	24%	False	False	765,536
10	124-250	121-190	3-060	2.6%	1-112	1.1%	40%	False	False	667,645
20	124-300	121-095	3-205	3.0%	1-092	1.0%	43%	False	False	593,220
40	128-100	121-095	7-005	5.7%	1-103	1.1%	22%	False	False	482,702
60	128-225	119-270	8-275	7.2%	1-123	1.1%	34%	False	False	454,857
80	128-225	110-310	17-235	14.4%	1-117	1.1%	67%	False	False	358,014

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-078
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-121
2.618	126-198
1.618	125-173
1.000	124-280
0.618	124-148
HIGH	123-255
0.618	123-123
0.500	123-082
0.382	123-042
LOW	122-230
0.618	122-017
1.000	121-205
1.618	120-312
2.618	119-287
4.250	118-044

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	123-082	123-082
PP	123-040	123-040
S1	122-318	122-318

Download as Excel Spreadsheet

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

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