ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	121-040	120-230	-0-130	-0.3%	122-050
High	121-040	120-230	-0-130	-0.3%	122-170
Low	121-040	120-140	-0-220	-0.6%	121-230
Close	121-040	120-230	-0-130	-0.3%	121-250
Range	0-000	0-090	0-090		0-260
ATR	0-258	0-255	-0-003	-1.1%	0-000
Volume	6	1	-5	-83.3%	13

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-150	121-120	120-280
R3	121-060	121-030	120-255
R2	120-290	120-290	120-246
R1	120-260	120-260	120-238	120-275
PP	120-200	120-200	120-200	120-208
S1	120-170	120-170	120-222	120-185
S2	120-110	120-110	120-214
S3	120-020	120-080	120-205
S4	119-250	119-310	120-180

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	122-090	120-090	2-000	1.7%	0-056	0.1%	22%	False	False	1
10	122-280	120-090	2-190	2.1%	0-064	0.2%	17%	False	False	2
20	124-110	119-270	4-160	3.7%	0-032	0.1%	19%	False	False	2
40	124-110	118-140	5-290	4.9%	0-016	0.0%	39%	False	False	2
60	124-110	118-140	5-290	4.9%	0-011	0.0%	39%	False	False	2
80	125-240	118-140	7-100	6.1%	0-008	0.0%	31%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	121-292
2.618	121-146
1.618	121-056
1.000	121-000
0.618	120-286
HIGH	120-230
0.618	120-196
0.500	120-185
0.382	120-174
LOW	120-140
0.618	120-084
1.000	120-050
1.618	119-314
2.618	119-224
4.250	119-078

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	120-215	120-228
PP	120-200	120-227
S1	120-185	120-225

Download as Excel Spreadsheet

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

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