ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	120-250	121-130	0-200	0.5%	120-280
High	122-140	121-200	-0-260	-0.7%	122-290
Low	120-230	120-190	-0-040	-0.1%	120-120
Close	121-180	121-140	-0-040	-0.1%	121-180
Range	1-230	1-010	-0-220	-40.0%	2-170
ATR	1-106	1-099	-0-007	-1.6%	0-000
Volume	35,454	88,635	53,181	150.0%	131,028

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-100	123-290	122-002
R3	123-090	122-280	121-231
R2	122-080	122-080	121-200
R1	121-270	121-270	121-170	122-015
PP	121-070	121-070	121-070	121-102
S1	120-260	120-260	121-110	121-005
S2	120-060	120-060	121-080
S3	119-050	119-250	121-049
S4	118-040	118-240	120-278

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%	1-174	1.3%	42%	False	False	43,932
10	122-290	119-060	3-230	3.1%	1-095	1.1%	61%	False	False	26,456
20	122-290	119-060	3-230	3.1%	1-064	1.0%	61%	False	False	15,440

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-065
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-002
2.618	124-104
1.618	123-094
1.000	122-210
0.618	122-084
HIGH	121-200
0.618	121-074
0.500	121-035
0.382	120-316
LOW	120-190
0.618	119-306
1.000	119-180
1.618	118-296
2.618	117-286
4.250	116-068

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	121-105	121-137
PP	121-070	121-133
S1	121-035	121-130

Download as Excel Spreadsheet

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

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