ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	122-000	121-150	-0-170	-0.4%	119-290
High	122-120	121-250	-0-190	-0.5%	122-120
Low	121-200	120-200	-1-000	-0.8%	119-060
Close	122-050	120-240	-1-130	-1.2%	120-240
Range	0-240	1-050	0-130	54.2%	3-060
ATR	1-057	1-065	0-008	2.2%	0-000
Volume	18,457	9,193	-9,264	-50.2%	44,906

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-167	123-253	121-124
R3	123-117	122-203	121-022
R2	122-067	122-067	120-308
R1	121-153	121-153	120-274	121-085
PP	121-017	121-017	121-017	120-302
S1	120-103	120-103	120-206	120-035
S2	119-287	119-287	120-172
S3	118-237	119-053	120-138
S4	117-187	118-003	120-036

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-107	128-233	122-161
R3	127-047	125-173	121-200
R2	123-307	123-307	121-107
R1	122-113	122-113	121-014	123-050
PP	120-247	120-247	120-247	121-055
S1	119-053	119-053	120-146	119-310
S2	117-187	117-187	120-053
S3	114-127	115-313	119-280
S4	111-067	112-253	118-319

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%	1-016	0.9%	49%	False	False	8,981
10	122-120	119-060	3-060	2.6%	1-018	0.9%	49%	False	False	7,327
20	124-040	119-060	4-300	4.1%	1-047	0.9%	32%	False	False	4,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-063
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-222
2.618	124-259
1.618	123-209
1.000	122-300
0.618	122-159
HIGH	121-250
0.618	121-109
0.500	121-065
0.382	121-021
LOW	120-200
0.618	119-291
1.000	119-150
1.618	118-241
2.618	117-191
4.250	115-228

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	121-065	121-160
PP	121-017	121-080
S1	120-288	121-000

Download as Excel Spreadsheet

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

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