ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	123-015	123-180	0-165	0.4%	124-160
High	123-250	123-300	0-050	0.1%	124-270
Low	122-240	123-040	0-120	0.3%	122-240
Close	123-210	123-105	-0-105	-0.3%	123-105
Range	1-010	0-260	-0-070	-21.2%	2-030
ATR	1-102	1-091	-0-012	-2.7%	0-000
Volume	722,581	667,485	-55,096	-7.6%	3,045,574

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-288	125-137	123-248
R3	125-028	124-197	123-176
R2	124-088	124-088	123-153
R1	123-257	123-257	123-129	123-202
PP	123-148	123-148	123-148	123-121
S1	122-317	122-317	123-081	122-262
S2	122-208	122-208	123-057
S3	121-268	122-057	123-034
S4	121-008	121-117	122-282

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-295	128-230	124-154
R3	127-265	126-200	123-289
R2	125-235	125-235	123-228
R1	124-170	124-170	123-166	124-028
PP	123-205	123-205	123-205	123-134
S1	122-140	122-140	123-044	121-318
S2	121-175	121-175	122-302
S3	119-145	120-110	122-241
S4	117-115	118-080	122-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-270	122-240	2-030	1.7%	0-300	0.8%	28%	False	False	609,114
10	126-040	120-240	5-120	4.4%	1-121	1.1%	48%	False	False	689,415
20	126-040	120-010	6-030	4.9%	1-097	1.1%	54%	False	False	691,892
40	126-040	119-060	6-300	5.6%	1-080	1.0%	60%	False	False	388,318

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-083
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-125
2.618	126-021
1.618	125-081
1.000	124-240
0.618	124-141
HIGH	123-300
0.618	123-201
0.500	123-170
0.382	123-139
LOW	123-040
0.618	122-199
1.000	122-100
1.618	121-259
2.618	120-319
4.250	119-215

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	123-170	123-122
PP	123-148	123-117
S1	123-127	123-111

Download as Excel Spreadsheet

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

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