ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	123-185	123-240	0-055	0.1%	122-045
High	123-275	123-250	-0-025	-0.1%	122-265
Low	123-085	123-010	-0-075	-0.2%	121-260
Close	123-255	123-070	-0-185	-0.5%	122-105
Range	0-190	0-240	0-050	26.3%	1-005
ATR	1-007	1-002	-0-006	-1.8%	0-000
Volume	481,761	523,504	41,743	8.7%	2,159,503

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-190	125-050	123-202
R3	124-270	124-130	123-136
R2	124-030	124-030	123-114
R1	123-210	123-210	123-092	123-160
PP	123-110	123-110	123-110	123-085
S1	122-290	122-290	123-048	122-240
S2	122-190	122-190	123-026
S3	121-270	122-050	123-004
S4	121-030	121-130	122-258

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	123-275	121-295	1-300	1.6%	0-263	0.7%	67%	False	False	472,275
10	124-180	121-260	2-240	2.2%	0-282	0.7%	51%	False	False	509,594
20	125-160	121-260	3-220	3.0%	0-276	0.7%	38%	False	False	572,200
40	126-040	119-090	6-270	5.6%	1-046	0.9%	58%	False	False	547,693
60	126-040	119-060	6-300	5.6%	1-052	0.9%	58%	False	False	367,152

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-310
2.618	125-238
1.618	124-318
1.000	124-170
0.618	124-078
HIGH	123-250
0.618	123-158
0.500	123-130
0.382	123-102
LOW	123-010
0.618	122-182
1.000	122-090
1.618	121-262
2.618	121-022
4.250	119-270

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	123-130	123-118
PP	123-110	123-102
S1	123-090	123-086

Download as Excel Spreadsheet

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

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