ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	126-090	126-020	-0-070	-0.2%	123-020
High	127-015	126-155	-0-180	-0.4%	127-015
Low	125-305	125-210	-0-095	-0.2%	122-100
Close	126-000	125-275	-0-045	-0.1%	125-275
Range	1-030	0-265	-0-085	-24.3%	4-235
ATR	1-127	1-114	-0-013	-2.9%	0-000
Volume	4,163	8,724	4,561	109.6%	34,871

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-155	128-000	126-101
R3	127-210	127-055	126-028
R2	126-265	126-265	126-004
R1	126-110	126-110	125-299	126-055
PP	126-000	126-000	126-000	125-292
S1	125-165	125-165	125-251	125-110
S2	125-055	125-055	125-226
S3	124-110	124-220	125-202
S4	123-165	123-275	125-129

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	139-088	137-097	128-148
R3	134-173	132-182	127-052
R2	129-258	129-258	126-233
R1	127-267	127-267	126-094	128-262
PP	125-023	125-023	125-023	125-181
S1	123-032	123-032	125-136	124-028
S2	120-108	120-108	124-317
S3	115-193	118-117	124-178
S4	110-278	113-202	123-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-015	122-100	4-235	3.8%	1-185	1.3%	75%	False	False	6,974
10	127-015	121-300	5-035	4.1%	1-099	1.0%	77%	False	False	19,593
20	127-015	121-025	5-310	4.7%	1-084	1.0%	80%	False	False	254,733
40	127-015	121-025	5-310	4.7%	1-090	1.0%	80%	False	False	417,708
60	128-100	121-025	7-075	5.7%	1-098	1.0%	66%	False	False	386,022
80	128-225	117-060	11-165	9.1%	1-122	1.1%	75%	False	False	395,675
100	128-225	110-310	17-235	14.1%	1-112	1.1%	84%	False	False	322,023

Crabel Price Patterns
NR	True
NR4	True
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	0-076
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-001
2.618	128-209
1.618	127-264
1.000	127-100
0.618	126-319
HIGH	126-155
0.618	126-054
0.500	126-022
0.382	125-311
LOW	125-210
0.618	125-046
1.000	124-265
1.618	124-101
2.618	123-156
4.250	122-044

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	126-022	125-151
PP	126-000	125-027
S1	125-298	124-222

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

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