ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	120-210	121-150	0-260	0.7%	120-080
High	121-210	122-130	0-240	0.6%	122-150
Low	120-130	121-110	0-300	0.8%	120-010
Close	121-140	121-270	0-130	0.3%	121-290
Range	1-080	1-020	-0-060	-15.0%	2-140
ATR	1-084	1-080	-0-005	-1.1%	0-000
Volume	585,296	755,301	170,005	29.0%	3,417,090

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-017	124-163	122-137
R3	123-317	123-143	122-044
R2	122-297	122-297	122-012
R1	122-123	122-123	121-301	122-210
PP	121-277	121-277	121-277	122-000
S1	121-103	121-103	121-239	121-190
S2	120-257	120-257	121-208
S3	119-237	120-083	121-176
S4	118-217	119-063	121-083

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	120-130	2-020	1.7%	1-024	0.9%	70%	False	False	708,115
10	122-150	119-230	2-240	2.3%	1-067	1.0%	77%	False	False	671,835
20	122-290	119-090	3-200	3.0%	1-085	1.0%	71%	False	False	390,650
40	125-030	119-060	5-290	4.8%	1-066	1.0%	45%	False	False	197,043

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-059
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-295
2.618	125-060
1.618	124-040
1.000	123-150
0.618	123-020
HIGH	122-130
0.618	122-000
0.500	121-280
0.382	121-240
LOW	121-110
0.618	120-220
1.000	120-090
1.618	119-200
2.618	118-180
4.250	116-265

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	121-280	121-223
PP	121-277	121-177
S1	121-273	121-130

Download as Excel Spreadsheet

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

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