ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-Apr-2009

Day Change Summary
	Previous	Current
	09-Apr-2009	13-Apr-2009	Change	Change %	Previous Week
Open	122-210	122-060	-0-150	-0.4%	122-045
High	122-240	123-090	0-170	0.4%	122-265
Low	121-295	122-060	0-085	0.2%	121-260
Close	122-105	123-035	0-250	0.6%	122-105
Range	0-265	1-030	0-085	32.1%	1-005
ATR	1-023	1-023	0-001	0.2%	0-000
Volume	516,614	505,952	-10,662	-2.1%	2,159,503

Daily Pivots for day following 13-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-045	125-230	123-228
R3	125-015	124-200	123-131
R2	123-305	123-305	123-099
R1	123-170	123-170	123-067	123-238
PP	122-275	122-275	122-275	122-309
S1	122-140	122-140	123-003	122-208
S2	121-245	121-245	122-291
S3	120-215	121-110	122-259
S4	119-185	120-080	122-162

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-118	124-277	122-284
R3	124-113	123-272	122-194
R2	123-108	123-108	122-165
R1	122-267	122-267	122-135	123-028
PP	122-103	122-103	122-103	122-144
S1	121-262	121-262	122-075	122-022
S2	121-098	121-098	122-045
S3	120-093	120-257	122-016
S4	119-088	119-252	121-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-090	121-260	1-150	1.2%	0-241	0.6%	88%	True	False	533,091
10	124-180	121-260	2-240	2.2%	0-278	0.7%	47%	False	False	513,814
20	126-040	120-240	5-120	4.4%	1-040	0.9%	44%	False	False	601,615
40	126-040	119-090	6-270	5.6%	1-067	1.0%	56%	False	False	515,105
60	126-040	119-060	6-300	5.6%	1-061	1.0%	57%	False	False	344,853

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	0-048
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-298
2.618	126-046
1.618	125-016
1.000	124-120
0.618	123-306
HIGH	123-090
0.618	122-276
0.500	122-235
0.382	122-194
LOW	122-060
0.618	121-164
1.000	121-030
1.618	120-134
2.618	119-104
4.250	117-172

Fisher Pivots for day following 13-Apr-2009
Pivot	1 day	3 day
R1	122-315	122-301
PP	122-275	122-247
S1	122-235	122-192

Download as Excel Spreadsheet

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

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