ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	121-190	121-260	0-070	0.2%	120-080
High	121-300	121-260	-0-040	-0.1%	122-150
Low	121-020	120-210	-0-130	-0.3%	120-010
Close	121-210	120-270	-0-260	-0.7%	121-290
Range	0-280	1-050	0-090	32.1%	2-140
ATR	1-087	1-085	-0-003	-0.7%	0-000
Volume	830,264	578,376	-251,888	-30.3%	3,417,090

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-183	123-277	121-154
R3	123-133	122-227	121-052
R2	122-083	122-083	121-018
R1	121-177	121-177	120-304	121-105
PP	121-033	121-033	121-033	120-318
S1	120-127	120-127	120-236	120-055
S2	119-303	119-303	120-202
S3	118-253	119-077	120-168
S4	117-203	118-027	120-066

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%	1-086	1.0%	33%	False	False	712,146
10	122-150	119-090	3-060	2.6%	1-073	1.0%	49%	False	False	605,838
20	122-290	119-090	3-200	3.0%	1-088	1.1%	43%	False	False	324,293
40	125-040	119-060	5-300	4.9%	1-068	1.0%	28%	False	False	163,581

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-232
2.618	124-269
1.618	123-219
1.000	122-310
0.618	122-169
HIGH	121-260
0.618	121-119
0.500	121-075
0.382	121-031
LOW	120-210
0.618	119-301
1.000	119-160
1.618	118-251
2.618	117-201
4.250	115-238

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	121-075	121-180
PP	121-033	121-103
S1	120-312	121-027

Download as Excel Spreadsheet

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

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