ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	121-120	122-000	0-200	0.5%	120-220
High	121-300	122-120	0-140	0.4%	121-300
Low	121-010	121-200	0-190	0.5%	119-160
Close	121-220	122-050	0-150	0.4%	119-230
Range	0-290	0-240	-0-050	-17.2%	2-140
ATR	1-067	1-057	-0-011	-2.7%	0-000
Volume	6,860	18,457	11,597	169.1%	28,364

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-097	123-313	122-182
R3	123-177	123-073	122-116
R2	122-257	122-257	122-094
R1	122-153	122-153	122-072	122-205
PP	122-017	122-017	122-017	122-042
S1	121-233	121-233	122-028	121-285
S2	121-097	121-097	122-006
S3	120-177	120-313	121-304
S4	119-257	120-073	121-238

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	122-120	119-060	3-060	2.6%	1-002	0.8%	93%	True	False	8,891
10	122-120	119-060	3-060	2.6%	1-013	0.9%	93%	True	False	6,665
20	124-190	119-060	5-130	4.4%	1-051	0.9%	55%	False	False	4,350

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	125-180
2.618	124-108
1.618	123-188
1.000	123-040
0.618	122-268
HIGH	122-120
0.618	122-028
0.500	122-000
0.382	121-292
LOW	121-200
0.618	121-052
1.000	120-280
1.618	120-132
2.618	119-212
4.250	118-140

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	122-033	121-248
PP	122-017	121-127
S1	122-000	121-005

Download as Excel Spreadsheet

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

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