ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 17-Feb-2009

Day Change Summary
	Previous	Current
	13-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	121-150	120-280	-0-190	-0.5%	119-290
High	121-250	122-290	1-040	0.9%	122-120
Low	120-200	120-250	0-050	0.1%	119-060
Close	120-240	122-180	1-260	1.5%	120-240
Range	1-050	2-040	0-310	83.8%	3-060
ATR	1-065	1-087	0-022	5.7%	0-000
Volume	9,193	4,759	-4,434	-48.2%	44,906

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-147	127-203	123-234
R3	126-107	125-163	123-047
R2	124-067	124-067	122-305
R1	123-123	123-123	122-242	123-255
PP	122-027	122-027	122-027	122-092
S1	121-083	121-083	122-118	121-215
S2	119-307	119-307	122-055
S3	117-267	119-043	121-313
S4	115-227	117-003	121-126

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	122-290	119-210	3-080	2.7%	1-100	1.1%	89%	True	False	9,175
10	122-290	119-060	3-230	3.0%	1-046	0.9%	91%	True	False	7,544
20	124-040	119-060	4-300	4.0%	1-068	1.0%	68%	False	False	5,016

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	0-066
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	131-300
2.618	128-150
1.618	126-110
1.000	125-010
0.618	124-070
HIGH	122-290
0.618	122-030
0.500	121-270
0.382	121-190
LOW	120-250
0.618	119-150
1.000	118-210
1.618	117-110
2.618	115-070
4.250	111-240

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	122-103	122-095
PP	122-027	122-010
S1	121-270	121-245

Download as Excel Spreadsheet

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

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