ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	121-150	121-000	-0-150	-0.4%	120-280
High	122-000	121-080	-0-240	-0.6%	122-290
Low	120-290	119-240	-1-050	-1.0%	120-120
Close	121-020	119-260	-1-080	-1.0%	121-180
Range	1-030	1-160	0-130	37.1%	2-170
ATR	1-094	1-099	0-005	1.1%	0-000
Volume	166,707	246,611	79,904	47.9%	131,028

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-247	123-253	120-204
R3	123-087	122-093	120-072
R2	121-247	121-247	120-028
R1	120-253	120-253	119-304	120-170
PP	120-087	120-087	120-087	120-045
S1	119-093	119-093	119-216	119-010
S2	118-247	118-247	119-172
S3	117-087	117-253	119-128
S4	115-247	116-093	118-316

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	122-140	119-240	2-220	2.2%	1-108	1.1%	2%	False	True	121,380
10	122-290	119-240	3-050	2.6%	1-100	1.1%	2%	False	True	66,749
20	122-290	119-060	3-230	3.1%	1-074	1.0%	17%	False	False	35,942

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	0-082
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-200
2.618	125-057
1.618	123-217
1.000	122-240
0.618	122-057
HIGH	121-080
0.618	120-217
0.500	120-160
0.382	120-103
LOW	119-240
0.618	118-263
1.000	118-080
1.618	117-103
2.618	115-263
4.250	113-120

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	120-160	120-280
PP	120-087	120-167
S1	120-013	120-053

Download as Excel Spreadsheet

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

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