ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	120-220	121-150	0-250	0.6%	121-140
High	121-300	121-160	-0-140	-0.4%	122-290
Low	120-220	120-070	-0-150	-0.4%	120-130
Close	121-240	120-190	-1-050	-0.9%	120-230
Range	1-080	1-090	0-010	2.5%	2-160
ATR	1-084	1-090	0-006	1.5%	0-000
Volume	2,581	4,462	1,881	72.9%	15,874

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-197	123-283	121-096
R3	123-107	122-193	120-303
R2	122-017	122-017	120-265
R1	121-103	121-103	120-228	121-015
PP	120-247	120-247	120-247	120-202
S1	120-013	120-013	120-152	119-245
S2	119-157	119-157	120-115
S3	118-067	118-243	120-077
S4	116-297	117-153	119-284

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	120-070	2-220	2.2%	1-084	1.0%	14%	False	True	3,929
10	124-000	120-070	3-250	3.1%	1-073	1.0%	10%	False	True	2,906
20	125-040	120-070	4-290	4.1%	1-058	1.0%	8%	False	True	1,621

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-064
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-302
2.618	124-273
1.618	123-183
1.000	122-250
0.618	122-093
HIGH	121-160
0.618	121-003
0.500	120-275
0.382	120-227
LOW	120-070
0.618	119-137
1.000	118-300
1.618	118-047
2.618	116-277
4.250	114-248

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	120-275	121-025
PP	120-247	120-293
S1	120-218	120-242

Download as Excel Spreadsheet

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

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