ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	122-060	123-120	1-060	1.0%	121-295
High	123-230	124-020	0-110	0.3%	124-020
Low	121-300	123-020	1-040	0.9%	121-240
Close	123-145	123-145	0-000	0.0%	123-145
Range	1-250	1-000	-0-250	-43.9%	2-100
ATR	1-107	1-100	-0-008	-1.8%	0-000
Volume	76,068	50,719	-25,349	-33.3%	595,107

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-168	125-317	124-001
R3	125-168	124-317	123-233
R2	124-168	124-168	123-204
R1	123-317	123-317	123-174	124-082
PP	123-168	123-168	123-168	123-211
S1	122-317	122-317	123-116	123-082
S2	122-168	122-168	123-086
S3	121-168	121-317	123-057
S4	120-168	120-317	122-289

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-008	129-017	124-232
R3	127-228	126-237	124-028
R2	125-128	125-128	123-281
R1	124-137	124-137	123-213	124-292
PP	123-028	123-028	123-028	123-106
S1	122-037	122-037	123-077	122-192
S2	120-248	120-248	123-009
S3	118-148	119-257	122-262
S4	116-048	117-157	122-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-020	121-240	2-100	1.9%	1-094	1.0%	74%	True	False	119,021
10	124-020	121-025	2-315	2.4%	1-070	1.0%	80%	True	False	489,874
20	124-250	121-025	3-225	3.0%	1-084	1.0%	64%	False	False	552,352
40	127-165	121-025	6-140	5.2%	1-092	1.0%	37%	False	False	530,636
60	128-225	121-025	7-200	6.2%	1-115	1.1%	31%	False	False	447,834
80	128-225	113-100	15-125	12.5%	1-119	1.1%	66%	False	False	399,766

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-074
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-100
2.618	126-218
1.618	125-218
1.000	125-020
0.618	124-218
HIGH	124-020
0.618	123-218
0.500	123-180
0.382	123-142
LOW	123-020
0.618	122-142
1.000	122-020
1.618	121-142
2.618	120-142
4.250	118-260

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	123-180	123-087
PP	123-168	123-028
S1	123-157	122-290

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

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