ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	124-290	124-160	-0-130	-0.3%	122-040
High	125-160	124-310	-0-170	-0.4%	126-040
Low	124-140	124-120	-0-020	-0.1%	120-240
Close	124-170	124-190	0-020	0.1%	124-190
Range	1-020	0-190	-0-150	-44.1%	5-120
ATR	1-155	1-135	-0-020	-4.3%	0-000
Volume	1,030,466	891,011	-139,455	-13.5%	3,848,584

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-137	126-033	124-294
R3	125-267	125-163	124-242
R2	125-077	125-077	124-225
R1	124-293	124-293	124-207	125-025
PP	124-207	124-207	124-207	124-232
S1	124-103	124-103	124-173	124-155
S2	124-017	124-017	124-155
S3	123-147	123-233	124-138
S4	122-277	123-043	124-086

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	139-303	137-207	127-176
R3	134-183	132-087	126-023
R2	129-063	129-063	125-185
R1	126-287	126-287	125-028	128-015
PP	123-263	123-263	123-263	124-128
S1	121-167	121-167	124-032	122-215
S2	118-143	118-143	123-195
S3	113-023	116-047	123-037
S4	107-223	110-247	121-204

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%	1-262	1.5%	72%	False	False	769,716
10	126-040	120-130	5-230	4.6%	1-151	1.2%	73%	False	False	737,518
20	126-040	119-090	6-270	5.5%	1-114	1.1%	78%	False	False	614,013
40	126-040	119-060	6-300	5.6%	1-090	1.0%	78%	False	False	312,563

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-077
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	127-158
2.618	126-167
1.618	125-297
1.000	125-180
0.618	125-107
HIGH	124-310
0.618	124-237
0.500	124-215
0.382	124-193
LOW	124-120
0.618	124-003
1.000	123-250
1.618	123-133
2.618	122-263
4.250	121-272

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	124-215	124-067
PP	124-207	123-263
S1	124-198	123-140

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

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