ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	120-270	124-290	4-020	3.4%	121-190
High	126-040	125-160	-0-200	-0.5%	122-130
Low	120-240	124-140	3-220	3.1%	120-130
Close	125-110	124-170	-0-260	-0.6%	122-000
Range	5-120	1-020	-4-100	-80.2%	2-000
ATR	1-166	1-155	-0-010	-2.1%	0-000
Volume	656,028	1,030,466	374,438	57.1%	3,526,600

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-003	127-107	125-037
R3	126-303	126-087	124-264
R2	125-283	125-283	124-232
R1	125-067	125-067	124-201	125-005
PP	124-263	124-263	124-263	124-232
S1	124-047	124-047	124-139	123-305
S2	123-243	123-243	124-108
S3	122-223	123-027	124-076
S4	121-203	122-007	123-303

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%	70%	False	False	746,987
10	126-040	120-130	5-230	4.6%	1-165	1.2%	72%	False	False	727,551
20	126-040	119-090	6-270	5.5%	1-132	1.1%	77%	False	False	571,235
40	126-040	119-060	6-300	5.6%	1-096	1.0%	77%	False	False	290,383

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-089
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-005
2.618	128-090
1.618	127-070
1.000	126-180
0.618	126-050
HIGH	125-160
0.618	125-030
0.500	124-310
0.382	124-270
LOW	124-140
0.618	123-250
1.000	123-120
1.618	122-230
2.618	121-210
4.250	119-295

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	124-310	124-053
PP	124-263	123-257
S1	124-217	123-140

Download as Excel Spreadsheet

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

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