ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	120-030	119-300	-0-050	-0.1%	121-130
High	120-090	120-260	0-170	0.4%	122-000
Low	119-090	119-230	0-140	0.4%	119-090
Close	120-030	120-010	-0-020	-0.1%	120-010
Range	1-000	1-030	0-030	9.4%	2-230
ATR	1-092	1-088	-0-004	-1.1%	0-000
Volume	434,021	552,026	118,005	27.2%	1,488,000

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-150	122-270	120-202
R3	122-120	121-240	120-106
R2	121-090	121-090	120-074
R1	120-210	120-210	120-042	120-310
PP	120-060	120-060	120-060	120-110
S1	119-180	119-180	119-298	119-280
S2	119-030	119-030	119-266
S3	118-000	118-150	119-234
S4	116-290	117-120	119-138

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-190	127-010	121-168
R3	125-280	124-100	120-249
R2	123-050	123-050	120-170
R1	121-190	121-190	120-090	121-005
PP	120-140	120-140	120-140	120-048
S1	118-280	118-280	119-250	118-095
S2	117-230	117-230	119-170
S3	115-000	116-050	119-091
S4	112-090	113-140	118-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-000	119-090	2-230	2.3%	1-046	1.0%	28%	False	False	297,600
10	122-290	119-090	3-200	3.0%	1-114	1.1%	21%	False	False	162,822
20	122-290	119-060	3-230	3.1%	1-064	1.0%	23%	False	False	84,743

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	0-072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-148
2.618	123-216
1.618	122-186
1.000	121-290
0.618	121-156
HIGH	120-260
0.618	120-126
0.500	120-085
0.382	120-044
LOW	119-230
0.618	119-014
1.000	118-200
1.618	117-304
2.618	116-274
4.250	115-022

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	120-085	120-085
PP	120-060	120-060
S1	120-035	120-035

Download as Excel Spreadsheet

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

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