ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	121-000	120-030	-0-290	-0.7%	120-280
High	121-080	120-090	-0-310	-0.8%	122-290
Low	119-240	119-090	-0-150	-0.4%	120-120
Close	119-260	120-030	0-090	0.2%	121-180
Range	1-160	1-000	-0-160	-33.3%	2-170
ATR	1-099	1-092	-0-007	-1.7%	0-000
Volume	246,611	434,021	187,410	76.0%	131,028

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-283	122-157	120-206
R3	121-283	121-157	120-118
R2	120-283	120-283	120-089
R1	120-157	120-157	120-059	120-190
PP	119-283	119-283	119-283	119-300
S1	119-157	119-157	120-001	119-190
S2	118-283	118-283	119-291
S3	117-283	118-157	119-262
S4	116-283	117-157	119-174

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	119-090	3-050	2.6%	1-086	1.1%	26%	False	True	194,285
10	122-290	119-090	3-200	3.0%	1-103	1.1%	22%	False	True	109,465
20	122-290	119-060	3-230	3.1%	1-070	1.0%	24%	False	False	57,387

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-077
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	124-170
2.618	122-288
1.618	121-288
1.000	121-090
0.618	120-288
HIGH	120-090
0.618	119-288
0.500	119-250
0.382	119-212
LOW	119-090
0.618	118-212
1.000	118-090
1.618	117-212
2.618	116-212
4.250	115-010

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	119-317	120-205
PP	119-283	120-147
S1	119-250	120-088

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

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