ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	120-120	119-290	-0-150	-0.4%	120-220
High	120-140	120-000	-0-140	-0.4%	121-300
Low	119-160	119-060	-0-100	-0.3%	119-160
Close	119-230	119-140	-0-090	-0.2%	119-230
Range	0-300	0-260	-0-040	-13.3%	2-140
ATR	1-068	1-059	-0-009	-2.4%	0-000
Volume	8,744	3,787	-4,957	-56.7%	28,364

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-313	121-167	119-283
R3	121-053	120-227	119-212
R2	120-113	120-113	119-188
R1	119-287	119-287	119-164	119-230
PP	119-173	119-173	119-173	119-145
S1	119-027	119-027	119-116	118-290
S2	118-233	118-233	119-092
S3	117-293	118-087	119-068
S4	117-033	117-147	118-317

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-223	126-047	121-019
R3	125-083	123-227	120-124
R2	122-263	122-263	120-053
R1	121-087	121-087	119-302	120-265
PP	120-123	120-123	120-123	120-052
S1	118-267	118-267	119-158	118-125
S2	117-303	117-303	119-087
S3	115-163	116-127	119-016
S4	113-023	113-307	118-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-160	119-060	2-100	1.9%	0-312	0.8%	11%	False	True	5,914
10	122-290	119-060	3-230	3.1%	1-037	0.9%	7%	False	True	4,703
20	125-040	119-060	5-300	5.0%	1-048	1.0%	4%	False	True	2,868

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	0-058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-145
2.618	122-041
1.618	121-101
1.000	120-260
0.618	120-161
HIGH	120-000
0.618	119-221
0.500	119-190
0.382	119-159
LOW	119-060
0.618	118-219
1.000	118-120
1.618	117-279
2.618	117-019
4.250	115-235

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	119-190	119-295
PP	119-173	119-243
S1	119-157	119-192

Download as Excel Spreadsheet

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

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