ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	122-140	121-190	-0-270	-0.7%	123-060
High	122-290	121-290	-1-000	-0.8%	124-040
Low	121-200	120-130	-1-070	-1.0%	121-060
Close	121-280	120-280	-1-000	-0.8%	121-230
Range	1-090	1-160	0-070	17.1%	2-300
ATR	1-085	1-091	0-005	1.3%	0-000
Volume	5,133	4,888	-245	-4.8%	6,742

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-180	124-230	121-224
R3	124-020	123-070	121-092
R2	122-180	122-180	121-048
R1	121-230	121-230	121-004	121-125
PP	121-020	121-020	121-020	120-288
S1	120-070	120-070	120-236	119-285
S2	119-180	119-180	120-192
S3	118-020	118-230	120-148
S4	116-180	117-070	120-016

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	120-130	2-160	2.1%	1-058	1.0%	19%	False	True	3,079
10	124-190	120-130	4-060	3.5%	1-089	1.1%	11%	False	True	2,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-090
2.618	125-267
1.618	124-107
1.000	123-130
0.618	122-267
HIGH	121-290
0.618	121-107
0.500	121-050
0.382	120-313
LOW	120-130
0.618	119-153
1.000	118-290
1.618	117-313
2.618	116-153
4.250	114-010

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	121-050	121-210
PP	121-020	121-127
S1	120-310	121-043

Download as Excel Spreadsheet

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

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