ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	120-280	122-180	1-220	1.4%	119-290
High	122-290	122-280	-0-010	0.0%	122-120
Low	120-250	121-120	0-190	0.5%	119-060
Close	122-180	121-250	-0-250	-0.6%	120-240
Range	2-040	1-160	-0-200	-29.4%	3-060
ATR	1-087	1-092	0-005	1.3%	0-000
Volume	4,759	21,321	16,562	348.0%	44,906

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-163	125-207	122-194
R3	125-003	124-047	122-062
R2	123-163	123-163	122-018
R1	122-207	122-207	121-294	122-105
PP	122-003	122-003	122-003	121-272
S1	121-047	121-047	121-206	120-265
S2	120-163	120-163	121-162
S3	119-003	119-207	121-118
S4	117-163	118-047	120-306

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	120-200	2-090	1.9%	1-092	1.1%	51%	False	False	12,118
10	122-290	119-060	3-230	3.1%	1-053	1.0%	70%	False	False	9,230
20	124-000	119-060	4-260	4.0%	1-063	1.0%	54%	False	False	6,068

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-075
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-080
2.618	126-257
1.618	125-097
1.000	124-120
0.618	123-257
HIGH	122-280
0.618	122-097
0.500	122-040
0.382	121-303
LOW	121-120
0.618	120-143
1.000	119-280
1.618	118-303
2.618	117-143
4.250	115-000

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	122-040	121-248
PP	122-003	121-247
S1	121-287	121-245

Download as Excel Spreadsheet

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

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