ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	121-310	121-190	-0-120	-0.3%	120-080
High	122-150	121-300	-0-170	-0.4%	122-150
Low	121-140	121-020	-0-120	-0.3%	120-010
Close	121-290	121-210	-0-080	-0.2%	121-290
Range	1-010	0-280	-0-050	-15.2%	2-140
ATR	1-097	1-087	-0-010	-2.3%	0-000
Volume	791,340	830,264	38,924	4.9%	3,417,090

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-057	123-253	122-044
R3	123-097	122-293	121-287
R2	122-137	122-137	121-261
R1	122-013	122-013	121-236	122-075
PP	121-177	121-177	121-177	121-208
S1	121-053	121-053	121-184	121-115
S2	120-217	120-217	121-159
S3	119-257	120-093	121-133
S4	118-297	119-133	121-056

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%	1-066	1.0%	67%	False	False	727,480
10	122-150	119-090	3-060	2.6%	1-071	1.0%	75%	False	False	564,671
20	122-290	119-060	3-230	3.1%	1-083	1.0%	66%	False	False	295,564
40	125-040	119-060	5-300	4.9%	1-069	1.0%	42%	False	False	149,121

Crabel Price Patterns
NR	True
NR4	True
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	0-078
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-210
2.618	124-073
1.618	123-113
1.000	122-260
0.618	122-153
HIGH	121-300
0.618	121-193
0.500	121-160
0.382	121-127
LOW	121-020
0.618	120-167
1.000	120-060
1.618	119-207
2.618	118-247
4.250	117-110

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	121-193	121-178
PP	121-177	121-147
S1	121-160	121-115

Download as Excel Spreadsheet

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

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