ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	124-160	124-065	-0-095	-0.2%	122-040
High	124-270	124-110	-0-160	-0.4%	126-040
Low	124-030	123-145	-0-205	-0.5%	120-240
Close	124-090	124-060	-0-030	-0.1%	124-190
Range	0-240	0-285	0-045	18.8%	5-120
ATR	1-120	1-109	-0-011	-2.5%	0-000
Volume	520,145	418,131	-102,014	-19.6%	3,848,584

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-213	126-102	124-217
R3	125-248	125-137	124-138
R2	124-283	124-283	124-112
R1	124-172	124-172	124-086	124-085
PP	123-318	123-318	123-318	123-275
S1	123-207	123-207	124-034	123-120
S2	123-033	123-033	124-008
S3	122-068	122-242	123-302
S4	121-103	121-277	123-223

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%	1-235	1.4%	64%	False	False	703,156
10	126-040	120-130	5-230	4.6%	1-138	1.2%	66%	False	False	690,482
20	126-040	119-090	6-270	5.5%	1-106	1.1%	72%	False	False	648,160
40	126-040	119-060	6-300	5.6%	1-088	1.0%	72%	False	False	335,943

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-082
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-041
2.618	126-216
1.618	125-251
1.000	125-075
0.618	124-286
HIGH	124-110
0.618	124-001
0.500	123-288
0.382	123-254
LOW	123-145
0.618	122-289
1.000	122-180
1.618	122-004
2.618	121-039
4.250	119-214

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	124-029	124-068
PP	123-318	124-065
S1	123-288	124-062

Download as Excel Spreadsheet

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

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