ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	122-040	121-150	-0-210	-0.5%	121-190
High	122-090	121-280	-0-130	-0.3%	122-130
Low	121-080	120-270	-0-130	-0.3%	120-130
Close	121-170	120-300	-0-190	-0.5%	122-000
Range	1-010	1-010	0-000	0.0%	2-000
ATR	1-075	1-071	-0-005	-1.2%	0-000
Volume	698,533	572,546	-125,987	-18.0%	3,526,600

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-100	123-210	121-162
R3	123-090	122-200	121-071
R2	122-080	122-080	121-040
R1	121-190	121-190	121-010	121-130
PP	121-070	121-070	121-070	121-040
S1	120-180	120-180	120-270	120-120
S2	120-060	120-060	120-240
S3	119-050	119-170	120-209
S4	118-040	118-160	120-118

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	1.7%	1-042	0.9%	27%	False	False	677,807
10	122-150	120-010	2-140	2.0%	1-064	1.0%	37%	False	False	694,977
20	122-280	119-090	3-190	3.0%	1-074	1.0%	46%	False	False	491,451
40	124-040	119-060	4-300	4.1%	1-071	1.0%	35%	False	False	248,234

Crabel Price Patterns
NR	False
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	0-081

Fibonacci Retracements and Extensions
4.250	126-082
2.618	124-184
1.618	123-174
1.000	122-290
0.618	122-164
HIGH	121-280
0.618	121-154
0.500	121-115
0.382	121-076
LOW	120-270
0.618	120-066
1.000	119-260
1.618	119-056
2.618	118-046
4.250	116-148

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	121-115	121-200
PP	121-070	121-127
S1	121-025	121-053

Download as Excel Spreadsheet

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

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