ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	121-310	122-040	0-050	0.1%	121-190
High	122-130	122-090	-0-040	-0.1%	122-130
Low	121-040	121-080	0-040	0.1%	120-130
Close	122-000	121-170	-0-150	-0.4%	122-000
Range	1-090	1-010	-0-080	-19.5%	2-000
ATR	1-081	1-075	-0-005	-1.3%	0-000
Volume	777,363	698,533	-78,830	-10.1%	3,526,600

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-250	124-060	122-032
R3	123-240	123-050	121-261
R2	122-230	122-230	121-230
R1	122-040	122-040	121-200	121-290
PP	121-220	121-220	121-220	121-185
S1	121-030	121-030	121-140	120-280
S2	120-210	120-210	121-110
S3	119-200	120-020	121-079
S4	118-190	119-010	120-308

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-193	126-257	123-032
R3	125-193	124-257	122-176
R2	123-193	123-193	122-117
R1	122-257	122-257	122-059	123-065
PP	121-193	121-193	121-193	121-258
S1	120-257	120-257	121-261	121-065
S2	119-193	119-193	121-203
S3	117-193	118-257	121-144
S4	115-193	116-257	120-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-130	120-130	2-000	1.6%	1-050	1.0%	56%	False	False	678,973
10	122-150	120-010	2-140	2.0%	1-058	1.0%	62%	False	False	703,227
20	122-290	119-090	3-200	3.0%	1-092	1.1%	62%	False	False	463,062
40	124-040	119-060	4-300	4.1%	1-069	1.0%	47%	False	False	233,928

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-071
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-212
2.618	124-314
1.618	123-304
1.000	123-100
0.618	122-294
HIGH	122-090
0.618	121-284
0.500	121-245
0.382	121-206
LOW	121-080
0.618	120-196
1.000	120-070
1.618	119-186
2.618	118-176
4.250	116-278

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	121-245	121-245
PP	121-220	121-220
S1	121-195	121-195

Download as Excel Spreadsheet

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

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