ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	121-130	120-180	-0-270	-0.7%	121-130
High	121-130	122-050	0-240	0.6%	122-000
Low	120-010	120-080	0-070	0.2%	119-090
Close	120-090	121-280	1-190	1.3%	120-010
Range	1-120	1-290	0-170	38.6%	2-230
ATR	1-090	1-104	0-014	3.5%	0-000
Volume	665,923	694,831	28,908	4.3%	1,488,000

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-047	126-133	122-296
R3	125-077	124-163	122-128
R2	123-107	123-107	122-072
R1	122-193	122-193	122-016	122-310
PP	121-137	121-137	121-137	121-195
S1	120-223	120-223	121-224	121-020
S2	119-167	119-167	121-168
S3	117-197	118-253	121-112
S4	115-227	116-283	120-264

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	122-050	119-230	2-140	2.0%	1-110	1.1%	88%	True	False	635,555
10	122-140	119-090	3-050	2.6%	1-098	1.1%	82%	False	False	414,920
20	122-290	119-060	3-230	3.1%	1-080	1.0%	72%	False	False	215,291
40	125-040	119-060	5-300	4.9%	1-070	1.0%	45%	False	False	108,585

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	130-082
2.618	127-047
1.618	125-077
1.000	124-020
0.618	123-107
HIGH	122-050
0.618	121-137
0.500	121-065
0.382	120-313
LOW	120-080
0.618	119-023
1.000	118-110
1.618	117-053
2.618	115-083
4.250	112-048

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	121-208	121-197
PP	121-137	121-113
S1	121-065	121-030

Download as Excel Spreadsheet

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

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