ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 10-Feb-2009

Day Change Summary
	Previous	Current
	09-Feb-2009	10-Feb-2009	Change	Change %	Previous Week
Open	119-290	119-260	-0-030	-0.1%	120-220
High	120-000	121-090	1-090	1.1%	121-300
Low	119-060	119-210	0-150	0.4%	119-160
Close	119-140	121-000	1-180	1.3%	119-230
Range	0-260	1-200	0-260	100.0%	2-140
ATR	1-059	1-074	0-015	4.0%	0-000
Volume	3,787	6,609	2,822	74.5%	28,364

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-167	124-283	121-286
R3	123-287	123-083	121-143
R2	122-087	122-087	121-095
R1	121-203	121-203	121-048	121-305
PP	120-207	120-207	120-207	120-258
S1	120-003	120-003	120-272	120-105
S2	119-007	119-007	120-225
S3	117-127	118-123	120-177
S4	115-247	116-243	120-034

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	121-090	119-060	2-030	1.7%	1-014	0.9%	87%	True	False	6,343
10	122-290	119-060	3-230	3.1%	1-049	1.0%	49%	False	False	5,136
20	125-040	119-060	5-300	4.9%	1-056	1.0%	31%	False	False	3,103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	128-060
2.618	125-171
1.618	123-291
1.000	122-290
0.618	122-091
HIGH	121-090
0.618	120-211
0.500	120-150
0.382	120-089
LOW	119-210
0.618	118-209
1.000	118-010
1.618	117-009
2.618	115-129
4.250	112-240

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	120-263	120-238
PP	120-207	120-157
S1	120-150	120-075

Download as Excel Spreadsheet

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

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