ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	121-260	120-210	-1-050	-0.9%	120-080
High	121-260	121-210	-0-050	-0.1%	122-150
Low	120-210	120-130	-0-080	-0.2%	120-010
Close	120-270	121-140	0-190	0.5%	121-290
Range	1-050	1-080	0-030	8.1%	2-140
ATR	1-085	1-084	0-000	-0.1%	0-000
Volume	578,376	585,296	6,920	1.2%	3,417,090

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-293	124-137	122-040
R3	123-213	123-057	121-250
R2	122-133	122-133	121-213
R1	121-297	121-297	121-177	122-055
PP	121-053	121-053	121-053	121-092
S1	120-217	120-217	121-103	120-295
S2	119-293	119-293	121-067
S3	118-213	119-137	121-030
S4	117-133	118-057	120-240

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	120-080	2-070	1.8%	1-078	1.0%	54%	False	False	696,021
10	122-150	119-090	3-060	2.6%	1-065	1.0%	68%	False	False	639,707
20	122-290	119-090	3-200	3.0%	1-082	1.0%	59%	False	False	353,228
40	125-040	119-060	5-300	4.9%	1-069	1.0%	38%	False	False	178,166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-061
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-310
2.618	124-297
1.618	123-217
1.000	122-290
0.618	122-137
HIGH	121-210
0.618	121-057
0.500	121-010
0.382	120-283
LOW	120-130
0.618	119-203
1.000	119-050
1.618	118-123
2.618	117-043
4.250	115-030

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	121-097	121-112
PP	121-053	121-083
S1	121-010	121-055

Download as Excel Spreadsheet

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

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