ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	124-260	123-160	-1-100	-1.1%	123-110
High	125-030	124-190	-0-160	-0.4%	125-040
Low	124-170	123-060	-1-110	-1.1%	123-060
Close	124-240	124-090	-0-150	-0.4%	124-090
Range	0-180	1-130	0-270	150.0%	1-300
ATR
Volume	161	321	160	99.4%	2,611

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-077	127-213	125-018
R3	126-267	126-083	124-214
R2	125-137	125-137	124-172
R1	124-273	124-273	124-131	125-045
PP	124-007	124-007	124-007	124-052
S1	123-143	123-143	124-049	123-235
S2	122-197	122-197	124-008
S3	121-067	122-013	123-286
S4	119-257	120-203	123-162

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-003	129-027	125-111
R3	128-023	127-047	124-260
R2	126-043	126-043	124-204
R1	125-067	125-067	124-147	125-215
PP	124-063	124-063	124-063	124-138
S1	123-087	123-087	124-033	123-235
S2	122-083	122-083	123-296
S3	120-103	121-107	123-240
S4	118-123	119-127	123-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-040	123-060	1-300	1.6%	1-048	0.9%	56%	False	True	522
10	125-040	120-180	4-180	3.7%	1-042	0.9%	82%	False	False	279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-101
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-182
2.618	128-088
1.618	126-278
1.000	126-000
0.618	125-148
HIGH	124-190
0.618	124-018
0.500	123-285
0.382	123-232
LOW	123-060
0.618	122-102
1.000	121-250
1.618	120-292
2.618	119-162
4.250	117-068

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	124-048	124-077
PP	124-007	124-063
S1	123-285	124-050

Download as Excel Spreadsheet

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

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