ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	120-110	120-070	-0-040	-0.1%	121-140
High	120-180	120-210	0-030	0.1%	122-290
Low	119-170	119-270	0-100	0.3%	120-130
Close	120-020	120-100	0-080	0.2%	120-230
Range	1-010	0-260	-0-070	-21.2%	2-160
ATR	1-085	1-075	-0-010	-2.6%	0-000
Volume	5,182	7,395	2,213	42.7%	15,874

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-227	122-103	120-243
R3	121-287	121-163	120-172
R2	121-027	121-027	120-148
R1	120-223	120-223	120-124	120-285
PP	120-087	120-087	120-087	120-118
S1	119-283	119-283	120-076	120-025
S2	119-147	119-147	120-052
S3	118-207	119-023	120-028
S4	117-267	118-083	119-277

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%	1-024	0.9%	32%	False	False	4,440
10	122-290	119-170	3-120	2.8%	1-041	0.9%	23%	False	False	3,759
20	125-040	119-170	5-190	4.6%	1-056	1.0%	14%	False	False	2,243

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-063
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	124-035
2.618	122-251
1.618	121-311
1.000	121-150
0.618	121-051
HIGH	120-210
0.618	120-111
0.500	120-080
0.382	120-049
LOW	119-270
0.618	119-109
1.000	119-010
1.618	118-169
2.618	117-229
4.250	116-125

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	120-093	120-165
PP	120-087	120-143
S1	120-080	120-122

Download as Excel Spreadsheet

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

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