ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 22-Apr-2009

Day Change Summary
	Previous	Current
	21-Apr-2009	22-Apr-2009	Change	Change %	Previous Week
Open	123-015	122-125	-0-210	-0.5%	122-060
High	123-150	122-200	-0-270	-0.7%	123-275
Low	122-100	121-270	-0-150	-0.4%	122-020
Close	122-130	121-295	-0-155	-0.4%	122-090
Range	1-050	0-250	-0-120	-32.4%	1-255
ATR	1-011	1-005	-0-006	-1.7%	0-000
Volume	501,166	689,667	188,501	37.6%	2,349,685

Daily Pivots for day following 22-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-152	123-313	122-112
R3	123-222	123-063	122-044
R2	122-292	122-292	122-021
R1	122-133	122-133	121-318	122-088
PP	122-042	122-042	122-042	122-019
S1	121-203	121-203	121-272	121-158
S2	121-112	121-112	121-249
S3	120-182	120-273	121-226
S4	119-252	120-023	121-158

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-040	127-000	123-086
R3	126-105	125-065	122-248
R2	124-170	124-170	122-195
R1	123-130	123-130	122-143	123-310
PP	122-235	122-235	122-235	123-005
S1	121-195	121-195	122-037	122-055
S2	120-300	120-300	121-305
S3	119-045	119-260	121-252
S4	117-110	118-005	121-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-250	121-270	1-300	1.6%	0-319	0.8%	4%	False	True	560,683
10	123-275	121-270	2-005	1.7%	0-290	0.7%	4%	False	True	505,649
20	124-180	121-260	2-240	2.3%	0-291	0.7%	4%	False	False	543,208
40	126-040	119-090	6-270	5.6%	1-038	0.9%	39%	False	False	595,684
60	126-040	119-060	6-300	5.7%	1-049	0.9%	39%	False	False	405,031

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-302
2.618	124-214
1.618	123-284
1.000	123-130
0.618	123-034
HIGH	122-200
0.618	122-104
0.500	122-075
0.382	122-046
LOW	121-270
0.618	121-116
1.000	121-020
1.618	120-186
2.618	119-256
4.250	118-168

Fisher Pivots for day following 22-Apr-2009
Pivot	1 day	3 day
R1	122-075	122-210
PP	122-042	122-132
S1	122-008	122-053

Download as Excel Spreadsheet

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

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