ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	119-300	120-080	0-100	0.3%	121-130
High	120-260	121-240	0-300	0.8%	122-000
Low	119-230	120-080	0-170	0.4%	119-090
Close	120-010	121-120	1-110	1.1%	120-010
Range	1-030	1-160	0-130	37.1%	2-230
ATR	1-088	1-098	0-010	2.5%	0-000
Volume	552,026	609,950	57,924	10.5%	1,488,000

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-200	125-000	122-064
R3	124-040	123-160	121-252
R2	122-200	122-200	121-208
R1	122-000	122-000	121-164	122-100
PP	121-040	121-040	121-040	121-090
S1	120-160	120-160	121-076	120-260
S2	119-200	119-200	121-032
S3	118-040	119-000	120-308
S4	116-200	117-160	120-176

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	2.2%	1-076	1.0%	77%	False	False	401,863
10	122-290	119-090	3-200	3.0%	1-125	1.1%	58%	False	False	222,897
20	122-290	119-060	3-230	3.1%	1-072	1.0%	59%	False	False	115,112
40	125-040	119-060	5-300	4.9%	1-065	1.0%	37%	False	False	58,191

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	0-062
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-040
2.618	125-217
1.618	124-057
1.000	123-080
0.618	122-217
HIGH	121-240
0.618	121-057
0.500	121-000
0.382	120-263
LOW	120-080
0.618	119-103
1.000	118-240
1.618	117-263
2.618	116-103
4.250	113-280

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	121-080	121-028
PP	121-040	120-257
S1	121-000	120-165

Download as Excel Spreadsheet

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

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