ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	122-100	121-140	-0-280	-0.7%	123-060
High	122-130	121-280	-0-170	-0.4%	124-040
Low	121-060	121-070	0-010	0.0%	121-060
Close	121-230	121-220	-0-010	0.0%	121-230
Range	1-070	0-210	-0-180	-46.2%	2-300
ATR	1-100	1-085	-0-015	-3.6%	0-000
Volume	2,105	993	-1,112	-52.8%	6,742

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-180	123-090	122-016
R3	122-290	122-200	121-278
R2	122-080	122-080	121-258
R1	121-310	121-310	121-239	122-035
PP	121-190	121-190	121-190	121-212
S1	121-100	121-100	121-201	121-145
S2	120-300	120-300	121-182
S3	120-090	120-210	121-162
S4	119-200	120-000	121-104

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-050	129-120	123-107
R3	128-070	126-140	122-168
R2	125-090	125-090	122-082
R1	123-160	123-160	121-316	122-295
PP	122-110	122-110	122-110	122-018
S1	120-180	120-180	121-144	119-315
S2	119-130	119-130	121-058
S3	116-150	117-200	120-292
S4	113-170	114-220	120-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-040	121-060	2-300	2.4%	1-096	1.1%	17%	False	False	1,482
10	125-040	121-060	3-300	3.2%	1-060	1.0%	13%	False	False	1,033

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-095
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-212
2.618	123-190
1.618	122-300
1.000	122-170
0.618	122-090
HIGH	121-280
0.618	121-200
0.500	121-175
0.382	121-150
LOW	121-070
0.618	120-260
1.000	120-180
1.618	120-050
2.618	119-160
4.250	118-138

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	121-205	121-310
PP	121-190	121-280
S1	121-175	121-250

Download as Excel Spreadsheet

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

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