ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	121-190	120-210	-0-300	-0.8%	121-140
High	121-290	121-190	-0-100	-0.3%	122-290
Low	120-130	120-190	0-060	0.2%	120-130
Close	120-280	120-230	-0-050	-0.1%	120-230
Range	1-160	1-000	-0-160	-33.3%	2-160
ATR	1-091	1-084	-0-006	-1.6%	0-000
Volume	4,888	2,581	-2,307	-47.2%	15,874

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-310	123-110	121-086
R3	122-310	122-110	120-318
R2	121-310	121-310	120-289
R1	121-110	121-110	120-259	121-210
PP	120-310	120-310	120-310	121-040
S1	120-110	120-110	120-201	120-210
S2	119-310	119-310	120-171
S3	118-310	119-110	120-142
S4	117-310	118-110	120-054

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-270	127-090	122-030
R3	126-110	124-250	121-130
R2	123-270	123-270	121-057
R1	122-090	122-090	120-303	121-260
PP	121-110	121-110	121-110	121-035
S1	119-250	119-250	120-157	119-100
S2	118-270	118-270	120-083
S3	116-110	117-090	120-010
S4	113-270	114-250	119-110

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%	1-044	0.9%	13%	False	False	3,174
10	124-040	120-130	3-230	3.1%	1-076	1.0%	8%	False	False	2,261
20	125-040	120-130	4-230	3.9%	1-059	1.0%	7%	False	False	1,270

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-090
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-270
2.618	124-068
1.618	123-068
1.000	122-190
0.618	122-068
HIGH	121-190
0.618	121-068
0.500	121-030
0.382	120-312
LOW	120-190
0.618	119-312
1.000	119-190
1.618	118-312
2.618	117-312
4.250	116-110

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	121-030	121-210
PP	120-310	121-110
S1	120-270	121-010

Download as Excel Spreadsheet

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

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