ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	121-130	121-150	0-020	0.1%	120-280
High	121-200	122-000	0-120	0.3%	122-290
Low	120-190	120-290	0-100	0.3%	120-120
Close	121-140	121-020	-0-120	-0.3%	121-180
Range	1-010	1-030	0-020	6.1%	2-170
ATR	1-099	1-094	-0-005	-1.2%	0-000
Volume	88,635	166,707	78,072	88.1%	131,028

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-193	123-297	121-212
R3	123-163	122-267	121-116
R2	122-133	122-133	121-084
R1	121-237	121-237	121-052	121-170
PP	121-103	121-103	121-103	121-070
S1	120-207	120-207	120-308	120-140
S2	120-073	120-073	120-276
S3	119-043	119-177	120-244
S4	118-013	118-147	120-148

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	122-280	120-120	2-160	2.1%	1-108	1.1%	28%	False	False	76,322
10	122-290	119-210	3-080	2.7%	1-104	1.1%	43%	False	False	42,748
20	122-290	119-060	3-230	3.1%	1-070	1.0%	50%	False	False	23,726

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	0-079
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-208
2.618	124-276
1.618	123-246
1.000	123-030
0.618	122-216
HIGH	122-000
0.618	121-186
0.500	121-145
0.382	121-104
LOW	120-290
0.618	120-074
1.000	119-260
1.618	119-044
2.618	118-014
4.250	116-082

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	121-145	121-165
PP	121-103	121-117
S1	121-062	121-068

Download as Excel Spreadsheet

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

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