ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	122-310	123-095	0-105	0.3%	123-040
High	123-220	123-220	0-000	0.0%	123-220
Low	122-300	122-135	-0-165	-0.4%	121-300
Close	123-040	123-100	0-060	0.2%	123-100
Range	0-240	1-085	0-165	68.8%	1-240
ATR	1-073	1-074	0-001	0.2%	0-000
Volume	34,378	30,098	-4,280	-12.4%	161,059

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-300	126-125	124-003
R3	125-215	125-040	123-211
R2	124-130	124-130	123-174
R1	123-275	123-275	123-137	124-042
PP	123-045	123-045	123-045	123-089
S1	122-190	122-190	123-063	122-278
S2	121-280	121-280	123-026
S3	120-195	121-105	122-309
S4	119-110	120-020	122-197

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-073	127-167	124-088
R3	126-153	125-247	123-254
R2	124-233	124-233	123-203
R1	124-007	124-007	123-151	124-120
PP	122-313	122-313	122-313	123-050
S1	122-087	122-087	123-049	122-200
S2	121-073	121-073	122-317
S3	119-153	120-167	122-266
S4	117-233	118-247	122-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-220	121-300	1-240	1.4%	1-013	0.8%	79%	True	False	32,211
10	124-020	121-240	2-100	1.9%	1-054	0.9%	68%	False	False	75,616
20	124-250	121-025	3-225	3.0%	1-084	1.0%	60%	False	False	426,120
40	127-165	121-025	6-140	5.2%	1-082	1.0%	35%	False	False	483,476
60	128-225	121-025	7-200	6.2%	1-098	1.1%	29%	False	False	412,966
80	128-225	115-120	13-105	10.8%	1-120	1.1%	60%	False	False	401,204
100	128-225	110-310	17-235	14.4%	1-105	1.1%	70%	False	False	321,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	129-021
2.618	127-000
1.618	125-235
1.000	124-305
0.618	124-150
HIGH	123-220
0.618	123-065
0.500	123-018
0.382	122-290
LOW	122-135
0.618	121-205
1.000	121-050
1.618	120-120
2.618	119-035
4.250	117-014

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	123-072	123-047
PP	123-045	122-313
S1	123-018	122-260

Download as Excel Spreadsheet

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

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