ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	122-180	121-210	-0-290	-0.7%	119-290
High	122-280	121-230	-1-050	-0.9%	122-120
Low	121-120	120-120	-1-000	-0.8%	119-060
Close	121-250	120-200	-1-050	-0.9%	120-240
Range	1-160	1-110	-0-050	-10.4%	3-060
ATR	1-092	1-094	0-003	0.7%	0-000
Volume	21,321	69,494	48,173	225.9%	44,906

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-300	124-040	121-116
R3	123-190	122-250	120-318
R2	122-080	122-080	120-279
R1	121-140	121-140	120-239	121-055
PP	120-290	120-290	120-290	120-248
S1	120-030	120-030	120-161	119-265
S2	119-180	119-180	120-121
S3	118-070	118-240	120-082
S4	116-280	117-130	119-284

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	120-120	2-170	2.1%	1-120	1.1%	10%	False	True	24,644
10	122-290	119-060	3-230	3.1%	1-063	1.0%	39%	False	False	15,661
20	122-290	119-060	3-230	3.1%	1-060	1.0%	39%	False	False	9,530

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	0-070
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-138
2.618	125-076
1.618	123-286
1.000	123-020
0.618	122-176
HIGH	121-230
0.618	121-066
0.500	121-015
0.382	120-284
LOW	120-120
0.618	119-174
1.000	119-010
1.618	118-064
2.618	116-274
4.250	114-212

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	121-015	121-205
PP	120-290	121-097
S1	120-245	120-308

Download as Excel Spreadsheet

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

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