ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	121-150	120-270	-0-200	-0.5%	121-190
High	121-280	126-040	4-080	3.5%	122-130
Low	120-270	120-240	-0-030	-0.1%	120-130
Close	120-300	125-110	4-130	3.6%	122-000
Range	1-010	5-120	4-110	421.2%	2-000
ATR	1-071	1-166	0-095	24.3%	0-000
Volume	572,546	656,028	83,482	14.6%	3,526,600

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	140-063	138-047	128-096
R3	134-263	132-247	126-263
R2	129-143	129-143	126-105
R1	127-127	127-127	125-268	128-135
PP	124-023	124-023	124-023	124-188
S1	122-007	122-007	124-272	123-015
S2	118-223	118-223	124-115
S3	113-103	116-207	123-277
S4	107-303	111-087	122-124

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	126-040	120-240	5-120	4.3%	1-306	1.6%	85%	True	True	691,954
10	126-040	120-080	5-280	4.7%	1-192	1.3%	87%	True	False	693,987
20	126-040	119-090	6-270	5.5%	1-136	1.1%	89%	True	False	523,187
40	126-040	119-060	6-300	5.5%	1-100	1.0%	89%	True	False	264,627

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-084
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	148-310
2.618	140-063
1.618	134-263
1.000	131-160
0.618	129-143
HIGH	126-040
0.618	124-023
0.500	123-140
0.382	122-257
LOW	120-240
0.618	117-137
1.000	115-120
1.618	112-017
2.618	106-217
4.250	97-290

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	124-227	124-227
PP	124-023	124-023
S1	123-140	123-140

Download as Excel Spreadsheet

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

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