ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	19-Jan-2009	Change	Change %	Previous Week
Open	123-160	123-060	-0-100	-0.3%	123-110
High	124-190	123-060	-1-130	-1.1%	125-040
Low	123-060	122-110	-0-270	-0.7%	123-060
Close	124-090	122-110	-1-300	-1.6%	124-090
Range	1-130	0-270	-0-180	-40.0%	1-300
ATR
Volume	321	321	0	0.0%	2,611

Daily Pivots for day following 19-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-050	124-190	122-258
R3	124-100	123-240	122-184
R2	123-150	123-150	122-160
R1	122-290	122-290	122-135	122-245
PP	122-200	122-200	122-200	122-178
S1	122-020	122-020	122-085	121-295
S2	121-250	121-250	122-060
S3	120-300	121-070	122-036
S4	120-030	120-120	121-282

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	122-110	2-250	2.3%	1-024	0.9%	0%	False	True	584
10	125-040	120-180	4-180	3.7%	1-049	0.9%	39%	False	False	311

Crabel Price Patterns
NR	True
NR4	False
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	0-098
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-248
2.618	125-127
1.618	124-177
1.000	124-010
0.618	123-227
HIGH	123-060
0.618	122-277
0.500	122-245
0.382	122-213
LOW	122-110
0.618	121-263
1.000	121-160
1.618	120-313
2.618	120-043
4.250	118-242

Fisher Pivots for day following 19-Jan-2009
Pivot	1 day	3 day
R1	122-245	123-230
PP	122-200	123-083
S1	122-155	122-257

Download as Excel Spreadsheet

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

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