ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	123-265	123-015	-0-250	-0.6%	122-040
High	124-005	123-250	-0-075	-0.2%	126-040
Low	122-260	122-240	-0-020	-0.1%	120-240
Close	123-055	123-210	0-155	0.4%	124-190
Range	1-065	1-010	-0-055	-14.3%	5-120
ATR	1-109	1-102	-0-007	-1.7%	0-000
Volume	717,232	722,581	5,349	0.7%	3,848,584

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-157	126-033	124-072
R3	125-147	125-023	123-301
R2	124-137	124-137	123-270
R1	124-013	124-013	123-240	124-075
PP	123-127	123-127	123-127	123-158
S1	123-003	123-003	123-180	123-065
S2	122-117	122-117	123-150
S3	121-107	121-313	123-119
S4	120-097	120-303	123-028

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	124-310	122-240	2-070	1.8%	0-286	0.7%	41%	False	True	653,820
10	126-040	120-240	5-120	4.3%	1-136	1.2%	54%	False	False	700,403
20	126-040	119-230	6-130	5.2%	1-102	1.1%	61%	False	False	686,119
40	126-040	119-060	6-300	5.6%	1-086	1.0%	64%	False	False	371,753

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-085
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-052
2.618	126-154
1.618	125-144
1.000	124-260
0.618	124-134
HIGH	123-250
0.618	123-124
0.500	123-085
0.382	123-046
LOW	122-240
0.618	122-036
1.000	121-230
1.618	121-026
2.618	120-016
4.250	118-118

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	123-168	123-198
PP	123-127	123-187
S1	123-085	123-175

Download as Excel Spreadsheet

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

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