ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	121-150	120-110	-1-040	-0.9%	121-140
High	121-160	120-180	-0-300	-0.8%	122-290
Low	120-070	119-170	-0-220	-0.6%	120-130
Close	120-190	120-020	-0-170	-0.4%	120-230
Range	1-090	1-010	-0-080	-19.5%	2-160
ATR	1-090	1-085	-0-005	-1.2%	0-000
Volume	4,462	5,182	720	16.1%	15,874

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-047	122-203	120-202
R3	122-037	121-193	120-111
R2	121-027	121-027	120-080
R1	120-183	120-183	120-050	120-100
PP	120-017	120-017	120-017	119-295
S1	119-173	119-173	119-310	119-090
S2	119-007	119-007	119-280
S3	117-317	118-163	119-249
S4	116-307	117-153	119-158

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	121-300	119-170	2-130	2.0%	1-068	1.0%	22%	False	True	3,938
10	122-290	119-170	3-120	2.8%	1-056	1.0%	16%	False	True	3,398
20	125-040	119-170	5-190	4.7%	1-060	1.0%	9%	False	True	1,879

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-071
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-302
2.618	123-084
1.618	122-074
1.000	121-190
0.618	121-064
HIGH	120-180
0.618	120-054
0.500	120-015
0.382	119-296
LOW	119-170
0.618	118-286
1.000	118-160
1.618	117-276
2.618	116-266
4.250	115-048

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	120-018	120-235
PP	120-017	120-163
S1	120-015	120-092

Download as Excel Spreadsheet

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

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