ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	124-000	122-040	-1-280	-1.5%	123-110
High	124-000	122-240	-1-080	-1.0%	125-040
Low	122-140	121-150	-0-310	-0.8%	123-060
Close	122-160	121-290	-0-190	-0.5%	124-090
Range	1-180	1-090	-0-090	-18.0%	1-300
ATR	1-104	1-103	-0-001	-0.2%	0-000
Volume	262	3,782	3,520	1,343.5%	2,611

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-283	125-057	122-196
R3	124-193	123-287	122-083
R2	123-103	123-103	122-045
R1	122-197	122-197	122-008	122-105
PP	122-013	122-013	122-013	121-288
S1	121-107	121-107	121-252	121-015
S2	120-243	120-243	121-215
S3	119-153	120-017	121-177
S4	118-063	118-247	121-064

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	124-190	121-150	3-040	2.6%	1-120	1.1%	14%	False	True	991
10	125-040	121-150	3-210	3.0%	1-072	1.0%	12%	False	True	727

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	0-102
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-062
2.618	126-033
1.618	124-263
1.000	124-010
0.618	123-173
HIGH	122-240
0.618	122-083
0.500	122-035
0.382	121-307
LOW	121-150
0.618	120-217
1.000	120-060
1.618	119-127
2.618	118-037
4.250	116-008

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	122-035	122-255
PP	122-013	122-160
S1	121-312	122-065

Download as Excel Spreadsheet

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

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