ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 20-Feb-2009

Day Change Summary
	Previous	Current
	19-Feb-2009	20-Feb-2009	Change	Change %	Previous Week
Open	121-210	120-250	-0-280	-0.7%	120-280
High	121-230	122-140	0-230	0.6%	122-290
Low	120-120	120-230	0-110	0.3%	120-120
Close	120-200	121-180	0-300	0.8%	121-180
Range	1-110	1-230	0-120	27.9%	2-170
ATR	1-094	1-106	0-012	2.9%	0-000
Volume	69,494	35,454	-34,040	-49.0%	131,028

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-233	125-277	122-162
R3	125-003	124-047	122-011
R2	123-093	123-093	121-281
R1	122-137	122-137	121-230	122-275
PP	121-183	121-183	121-183	121-252
S1	120-227	120-227	121-130	121-045
S2	119-273	119-273	121-079
S3	118-043	118-317	121-029
S4	116-133	117-087	120-198

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-067	127-293	122-306
R3	126-217	125-123	122-083
R2	124-047	124-047	122-008
R1	122-273	122-273	121-254	123-160
PP	121-197	121-197	121-197	121-300
S1	120-103	120-103	121-106	120-310
S2	119-027	119-027	121-032
S3	116-177	117-253	120-277
S4	114-007	115-083	120-054

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%	1-182	1.3%	47%	False	False	28,044
10	122-290	119-060	3-230	3.1%	1-092	1.1%	64%	False	False	18,467
20	122-290	119-060	3-230	3.1%	1-066	1.0%	64%	False	False	11,113

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	0-060
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-238
2.618	126-300
1.618	125-070
1.000	124-050
0.618	123-160
HIGH	122-140
0.618	121-250
0.500	121-185
0.382	121-120
LOW	120-230
0.618	119-210
1.000	119-000
1.618	117-300
2.618	116-070
4.250	113-132

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	121-185	121-200
PP	121-183	121-193
S1	121-182	121-187

Download as Excel Spreadsheet

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

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