ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	120-180	121-310	1-130	1.2%	120-080
High	122-050	122-150	0-100	0.3%	122-150
Low	120-080	121-140	1-060	1.0%	120-010
Close	121-280	121-290	0-010	0.0%	121-290
Range	1-290	1-010	-0-280	-45.9%	2-140
ATR	1-104	1-097	-0-007	-1.6%	0-000
Volume	694,831	791,340	96,509	13.9%	3,417,090

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-010	124-160	122-152
R3	124-000	123-150	122-061
R2	122-310	122-310	122-030
R1	122-140	122-140	122-000	122-060
PP	121-300	121-300	121-300	121-260
S1	121-130	121-130	121-260	121-050
S2	120-290	120-290	121-230
S3	119-280	120-120	121-199
S4	118-270	119-110	121-108

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-250	127-250	123-079
R3	126-110	125-110	122-184
R2	123-290	123-290	122-113
R1	122-290	122-290	122-042	123-130
PP	121-150	121-150	121-150	121-230
S1	120-150	120-150	121-218	120-310
S2	119-010	119-010	121-147
S3	116-190	118-010	121-076
S4	114-050	115-190	120-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-150	120-010	2-140	2.0%	1-106	1.1%	77%	True	False	683,418
10	122-150	119-090	3-060	2.6%	1-076	1.0%	82%	True	False	490,509
20	122-290	119-060	3-230	3.1%	1-084	1.0%	73%	False	False	254,488
40	125-040	119-060	5-300	4.9%	1-070	1.0%	46%	False	False	128,366

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-074
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-272
2.618	125-054
1.618	124-044
1.000	123-160
0.618	123-034
HIGH	122-150
0.618	122-024
0.500	121-305
0.382	121-266
LOW	121-140
0.618	120-256
1.000	120-130
1.618	119-246
2.618	118-236
4.250	117-018

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	121-305	121-220
PP	121-300	121-150
S1	121-295	121-080

Download as Excel Spreadsheet

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

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