ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	123-085	123-035	-0-050	-0.1%	123-030
High	123-130	123-035	-0-095	-0.2%	123-255
Low	122-180	121-240	-0-260	-0.7%	121-025
Close	122-220	121-305	-0-235	-0.6%	121-225
Range	0-270	1-115	0-165	61.1%	2-230
ATR	1-095	1-096	0-001	0.3%	0-000
Volume	99,794	82,465	-17,329	-17.4%	4,303,640

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-112	125-163	122-224
R3	124-317	124-048	122-105
R2	123-202	123-202	122-065
R1	122-253	122-253	122-025	122-170
PP	122-087	122-087	122-087	122-045
S1	121-138	121-138	121-265	121-055
S2	120-292	120-292	121-225
S3	119-177	120-023	121-185
S4	118-062	118-228	121-066

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-112	128-238	123-064
R3	127-202	126-008	122-144
R2	124-292	124-292	122-064
R1	123-098	123-098	121-305	122-240
PP	122-062	122-062	122-062	121-292
S1	120-188	120-188	121-145	120-010
S2	119-152	119-152	121-066
S3	116-242	117-278	120-306
S4	114-012	115-048	120-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-130	121-025	2-105	1.9%	1-049	0.9%	38%	False	False	492,001
10	124-050	121-025	3-025	2.5%	1-076	1.0%	28%	False	False	637,694
20	124-250	121-025	3-225	3.0%	1-070	1.0%	24%	False	False	602,039
40	127-165	121-025	6-140	5.3%	1-090	1.1%	14%	False	False	548,592
60	128-225	121-025	7-200	6.3%	1-118	1.1%	11%	False	False	463,357
80	128-225	111-310	16-235	13.7%	1-117	1.1%	60%	False	False	398,388

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	0-066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-284
2.618	126-214
1.618	125-099
1.000	124-150
0.618	123-304
HIGH	123-035
0.618	122-189
0.500	122-138
0.382	122-086
LOW	121-240
0.618	120-291
1.000	120-125
1.618	119-176
2.618	118-061
4.250	115-311

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	122-138	122-185
PP	122-087	122-118
S1	122-036	122-052

Download as Excel Spreadsheet

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

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