ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	122-230	122-185	-0-045	-0.1%	123-040
High	123-075	126-315	3-240	3.0%	123-220
Low	122-100	122-110	0-010	0.0%	121-300
Close	122-125	126-255	4-130	3.6%	123-100
Range	0-295	4-205	3-230	403.4%	1-240
ATR	1-055	1-134	0-079	21.2%	0-000
Volume	5,942	7,987	2,045	34.4%	161,059

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	139-095	137-220	129-112
R3	134-210	133-015	128-023
R2	130-005	130-005	127-207
R1	128-130	128-130	127-071	129-068
PP	125-120	125-120	125-120	125-249
S1	123-245	123-245	126-119	124-182
S2	120-235	120-235	125-303
S3	116-030	119-040	125-167
S4	111-145	114-155	124-078

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	126-315	122-100	4-215	3.7%	1-191	1.3%	96%	True	False	17,292
10	126-315	121-300	5-015	4.0%	1-126	1.1%	96%	True	False	30,983
20	126-315	121-025	5-290	4.7%	1-102	1.0%	97%	True	False	334,338
40	126-315	121-025	5-290	4.7%	1-097	1.0%	97%	True	False	447,110
60	128-100	121-025	7-075	5.7%	1-100	1.0%	79%	False	False	395,394
80	128-225	116-310	11-235	9.3%	1-125	1.1%	84%	False	False	399,332
100	128-225	110-310	17-235	14.0%	1-113	1.1%	89%	False	False	321,908

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-071
Widest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	146-226
2.618	139-043
1.618	134-158
1.000	131-200
0.618	129-273
HIGH	126-315
0.618	125-068
0.500	124-212
0.382	124-037
LOW	122-110
0.618	119-152
1.000	117-225
1.618	114-267
2.618	110-062
4.250	102-199

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	126-028	126-026
PP	125-120	125-117
S1	124-212	124-208

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

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