ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	121-220	122-140	0-240	0.6%	123-060
High	122-240	122-290	0-050	0.1%	124-040
Low	121-160	121-200	0-040	0.1%	121-060
Close	122-240	121-280	-0-280	-0.7%	121-230
Range	1-080	1-090	0-010	2.5%	2-300
ATR	1-085	1-085	0-000	0.1%	0-000
Volume	2,279	5,133	2,854	125.2%	6,742

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-313	125-067	122-186
R3	124-223	123-297	122-073
R2	123-133	123-133	122-035
R1	122-207	122-207	121-318	122-125
PP	122-043	122-043	122-043	122-002
S1	121-117	121-117	121-242	121-035
S2	120-273	120-273	121-205
S3	119-183	120-027	121-167
S4	118-093	118-257	121-054

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	122-290	121-060	1-230	1.4%	1-044	0.9%	40%	True	False	2,858
10	125-030	121-060	3-290	3.2%	1-059	1.0%	18%	False	False	1,562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-097
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-112
2.618	126-083
1.618	124-313
1.000	124-060
0.618	123-223
HIGH	122-290
0.618	122-133
0.500	122-085
0.382	122-037
LOW	121-200
0.618	120-267
1.000	120-110
1.618	119-177
2.618	118-087
4.250	116-058

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	122-085	122-020
PP	122-043	122-000
S1	122-002	121-300

Download as Excel Spreadsheet

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

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