ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	123-105	122-065	-1-040	-0.9%	121-295
High	123-110	123-045	-0-065	-0.2%	124-020
Low	122-060	121-300	-0-080	-0.2%	121-240
Close	122-110	122-295	0-185	0.5%	123-145
Range	1-050	1-065	0-015	4.1%	2-100
ATR	1-086	1-085	-0-002	-0.4%	0-000
Volume	19,614	35,531	15,917	81.2%	595,107

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-088	125-257	123-187
R3	125-023	124-192	123-081
R2	123-278	123-278	123-046
R1	123-127	123-127	123-010	123-202
PP	122-213	122-213	122-213	122-251
S1	122-062	122-062	122-260	122-138
S2	121-148	121-148	122-224
S3	120-083	120-317	122-189
S4	119-018	119-252	122-083

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	121-300	2-040	1.7%	1-062	1.0%	46%	False	True	44,674
10	124-020	121-025	2-315	2.4%	1-056	1.0%	62%	False	False	268,337
20	124-250	121-025	3-225	3.0%	1-078	1.0%	50%	False	False	488,661
40	127-165	121-025	6-140	5.2%	1-085	1.0%	29%	False	False	498,938
60	128-225	121-025	7-200	6.2%	1-107	1.1%	24%	False	False	430,118
80	128-225	113-300	14-245	12.0%	1-120	1.1%	61%	False	False	400,783
100	128-225	109-250	18-295	15.4%	1-107	1.1%	69%	False	False	321,051

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-081
2.618	126-093
1.618	125-028
1.000	124-110
0.618	123-283
HIGH	123-045
0.618	122-218
0.500	122-172
0.382	122-127
LOW	121-300
0.618	121-062
1.000	120-235
1.618	119-317
2.618	118-252
4.250	116-264

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	122-254	122-270
PP	122-213	122-245
S1	122-172	122-220

Download as Excel Spreadsheet

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

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