ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	117-240	119-200	1-280	1.6%	118-015
High	119-287	119-250	-0-037	-0.1%	118-077
Low	117-240	119-060	1-140	1.2%	117-020
Close	119-287	119-060	-0-227	-0.6%	118-045
Range	2-047	0-190	-1-177	-72.3%	1-057
ATR	0-240	0-239	-0-001	-0.4%	0-000
Volume	5,979	5,883	-96	-1.6%	55,355

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-053	120-247	119-164
R3	120-183	120-057	119-112
R2	119-313	119-313	119-095
R1	119-187	119-187	119-077	119-155
PP	119-123	119-123	119-123	119-108
S1	118-317	118-317	119-043	118-285
S2	118-253	118-253	119-025
S3	118-063	118-127	119-008
S4	117-193	117-257	118-276

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-112	120-295	118-252
R3	120-055	119-238	118-149
R2	118-318	118-318	118-114
R1	118-181	118-181	118-080	118-250
PP	117-261	117-261	117-261	117-295
S1	117-124	117-124	118-010	117-192
S2	116-204	116-204	117-296
S3	115-147	116-067	117-261
S4	114-090	115-010	117-158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-287	117-172	2-115	2.0%	0-259	0.7%	70%	False	False	6,191
10	119-287	117-020	2-267	2.4%	0-222	0.6%	75%	False	False	9,182
20	119-287	117-020	2-267	2.4%	0-220	0.6%	75%	False	False	174,542
40	119-287	117-020	2-267	2.4%	0-222	0.6%	75%	False	False	220,027
60	120-237	117-020	3-217	3.1%	0-226	0.6%	58%	False	False	203,340
80	120-237	114-240	5-317	5.0%	0-246	0.6%	74%	False	False	217,784
100	120-237	110-290	9-267	8.3%	0-240	0.6%	84%	False	False	177,683

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-098
2.618	121-107
1.618	120-237
1.000	120-120
0.618	120-047
HIGH	119-250
0.618	119-177
0.500	119-155
0.382	119-133
LOW	119-060
0.618	118-263
1.000	118-190
1.618	118-073
2.618	117-203
4.250	116-212

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	119-155	119-015
PP	119-123	118-291
S1	119-092	118-246

Download as Excel Spreadsheet

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

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