ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	119-260	121-120	1-180	1.3%	120-220
High	121-090	121-300	0-210	0.5%	121-300
Low	119-210	121-010	1-120	1.1%	119-160
Close	121-000	121-220	0-220	0.6%	119-230
Range	1-200	0-290	-0-230	-44.2%	2-140
ATR	1-074	1-067	-0-007	-1.7%	0-000
Volume	6,609	6,860	251	3.8%	28,364

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-087	123-283	122-060
R3	123-117	122-313	121-300
R2	122-147	122-147	121-273
R1	122-023	122-023	121-247	122-085
PP	121-177	121-177	121-177	121-208
S1	121-053	121-053	121-193	121-115
S2	120-207	120-207	121-167
S3	119-237	120-083	121-140
S4	118-267	119-113	121-060

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	121-300	119-060	2-240	2.3%	1-006	0.8%	91%	True	False	6,679
10	121-300	119-060	2-240	2.3%	1-037	0.9%	91%	True	False	5,308
20	125-030	119-060	5-290	4.9%	1-048	0.9%	42%	False	False	3,435

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	0-053
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-252
2.618	124-099
1.618	123-129
1.000	122-270
0.618	122-159
HIGH	121-300
0.618	121-189
0.500	121-155
0.382	121-121
LOW	121-010
0.618	120-151
1.000	120-040
1.618	119-181
2.618	118-211
4.250	117-058

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	121-198	121-100
PP	121-177	120-300
S1	121-155	120-180

Download as Excel Spreadsheet

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

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