ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	02-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	121-250	120-070	-1-180	-1.3%	122-050
High	121-250	120-170	-1-080	-1.0%	122-170
Low	121-230	120-090	-1-140	-1.2%	121-230
Close	121-250	120-070	-1-180	-1.3%	121-250
Range	0-020	0-080	0-060	300.0%	0-260
ATR	0-238	0-256	0-017	7.2%	0-000
Volume	2	0	-2	-100.0%	13

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-030	120-290	120-114
R3	120-270	120-210	120-092
R2	120-190	120-190	120-085
R1	120-130	120-130	120-077	120-110
PP	120-110	120-110	120-110	120-100
S1	120-050	120-050	120-063	120-030
S2	120-030	120-030	120-055
S3	119-270	119-290	120-048
S4	119-190	119-210	120-026

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-143	123-297	122-073
R3	123-203	123-037	122-002
R2	122-263	122-263	121-298
R1	122-097	122-097	121-274	122-050
PP	122-003	122-003	122-003	121-300
S1	121-157	121-157	121-226	121-110
S2	121-063	121-063	121-202
S3	120-123	120-217	121-178
S4	119-183	119-277	121-107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-170	120-090	2-080	1.9%	0-070	0.2%	-3%	False	True	2
10	123-190	120-090	3-100	2.8%	0-055	0.1%	-2%	False	True	2
20	124-110	119-270	4-160	3.7%	0-028	0.1%	8%	False	False	2
40	124-110	118-140	5-290	4.9%	0-014	0.0%	30%	False	False	2
60	124-110	118-140	5-290	4.9%	0-009	0.0%	30%	False	False	2
80	125-240	118-140	7-100	6.1%	0-007	0.0%	24%	False	False	2

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	-0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-190
2.618	121-059
1.618	120-299
1.000	120-250
0.618	120-219
HIGH	120-170
0.618	120-139
0.500	120-130
0.382	120-121
LOW	120-090
0.618	120-041
1.000	120-010
1.618	119-281
2.618	119-201
4.250	119-070

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	120-130	121-090
PP	120-110	120-297
S1	120-090	120-183

Download as Excel Spreadsheet

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

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