ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	122-255	121-260	-0-315	-0.8%	123-005
High	123-020	122-015	-1-005	-0.8%	124-250
Low	121-175	121-025	-0-150	-0.4%	122-080
Close	121-200	121-230	0-030	0.1%	123-100
Range	1-165	0-310	-0-175	-36.1%	2-170
ATR	1-110	1-102	-0-009	-2.0%	0-000
Volume	778,143	1,000,549	222,406	28.6%	2,808,165

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-167	124-028	122-080
R3	123-177	123-038	121-315
R2	122-187	122-187	121-287
R1	122-048	122-048	121-258	121-282
PP	121-197	121-197	121-197	121-154
S1	121-058	121-058	121-202	120-292
S2	120-207	120-207	121-173
S3	119-217	120-068	121-145
S4	118-227	119-078	121-060

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	124-050	121-025	3-025	2.5%	1-077	1.0%	21%	False	True	822,101
10	124-250	121-025	3-225	3.0%	1-105	1.1%	17%	False	True	734,968
20	124-250	121-025	3-225	3.0%	1-087	1.0%	17%	False	True	634,560
40	127-315	121-025	6-290	5.7%	1-107	1.1%	9%	False	True	525,523
60	128-225	120-255	7-290	6.5%	1-127	1.1%	12%	False	False	469,586
80	128-225	110-310	17-235	14.6%	1-117	1.1%	61%	False	False	380,244

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-084
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-052
2.618	124-187
1.618	123-197
1.000	123-005
0.618	122-207
HIGH	122-015
0.618	121-217
0.500	121-180
0.382	121-143
LOW	121-025
0.618	120-153
1.000	120-035
1.618	119-163
2.618	118-173
4.250	116-308

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	121-213	122-140
PP	121-197	122-063
S1	121-180	121-307

Download as Excel Spreadsheet

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

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