ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	121-200	121-130	-0-070	-0.2%	121-130
High	121-230	121-130	-0-100	-0.3%	122-000
Low	120-280	120-010	-0-270	-0.7%	119-090
Close	121-010	120-090	-0-240	-0.6%	120-010
Range	0-270	1-120	0-170	63.0%	2-230
ATR	1-087	1-090	0-002	0.6%	0-000
Volume	655,046	665,923	10,877	1.7%	1,488,000

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-223	123-277	121-012
R3	123-103	122-157	120-211
R2	121-303	121-303	120-171
R1	121-037	121-037	120-130	120-270
PP	120-183	120-183	120-183	120-140
S1	119-237	119-237	120-050	119-150
S2	119-063	119-063	120-009
S3	117-263	118-117	119-289
S4	116-143	116-317	119-168

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	121-240	119-090	2-150	2.1%	1-052	1.0%	41%	False	False	583,393
10	122-140	119-090	3-050	2.6%	1-080	1.0%	32%	False	False	352,386
20	122-290	119-060	3-230	3.1%	1-066	1.0%	29%	False	False	180,808
40	125-040	119-060	5-300	4.9%	1-062	1.0%	18%	False	False	91,215

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-080
2.618	125-002
1.618	123-202
1.000	122-250
0.618	122-082
HIGH	121-130
0.618	120-282
0.500	120-230
0.382	120-178
LOW	120-010
0.618	119-058
1.000	118-210
1.618	117-258
2.618	116-138
4.250	114-060

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	120-230	120-285
PP	120-183	120-220
S1	120-137	120-155

Download as Excel Spreadsheet

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

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