ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	124-065	123-265	-0-120	-0.3%	122-040
High	124-110	124-005	-0-105	-0.3%	126-040
Low	123-145	122-260	-0-205	-0.5%	120-240
Close	124-060	123-055	-1-005	-0.8%	124-190
Range	0-285	1-065	0-100	35.1%	5-120
ATR	1-109	1-109	0-001	0.2%	0-000
Volume	418,131	717,232	299,101	71.5%	3,848,584

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-302	126-083	123-267
R3	125-237	125-018	123-161
R2	124-172	124-172	123-126
R1	123-273	123-273	123-090	123-190
PP	123-107	123-107	123-107	123-065
S1	122-208	122-208	123-020	122-125
S2	122-042	122-042	122-304
S3	120-297	121-143	122-269
S4	119-232	120-078	122-163

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	125-160	122-260	2-220	2.2%	0-288	0.7%	13%	False	True	715,397
10	126-040	120-240	5-120	4.4%	1-137	1.2%	45%	False	False	703,675
20	126-040	119-090	6-270	5.6%	1-101	1.1%	57%	False	False	671,691
40	126-040	119-060	6-300	5.6%	1-088	1.0%	57%	False	False	353,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-080
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	129-041
2.618	127-053
1.618	125-308
1.000	125-070
0.618	124-243
HIGH	124-005
0.618	123-178
0.500	123-132
0.382	123-087
LOW	122-260
0.618	122-022
1.000	121-195
1.618	120-277
2.618	119-212
4.250	117-224

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	123-132	123-265
PP	123-107	123-195
S1	123-081	123-125

Download as Excel Spreadsheet

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

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