ECBOT 5 Year T-Note Future June 2009

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

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	117-010	117-115	0-105	0.3%	117-045
High	117-145	117-160	0-015	0.0%	117-145
Low	116-200	116-305	0-105	0.3%	116-110
Close	117-095	117-032	-0-063	-0.2%	117-095
Range	0-265	0-175	-0-090	-34.0%	1-035
ATR	0-224	0-221	-0-004	-1.6%	0-000
Volume	498,136	420,369	-77,767	-15.6%	1,605,834

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-264	118-163	117-128
R3	118-089	117-308	117-080
R2	117-234	117-234	117-064
R1	117-133	117-133	117-048	117-096
PP	117-059	117-059	117-059	117-040
S1	116-278	116-278	117-016	116-241
S2	116-204	116-204	117-000
S3	116-029	116-103	116-304
S4	115-174	115-248	116-256

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-115	119-300	117-290
R3	119-080	118-265	117-193
R2	118-045	118-045	117-160
R1	117-230	117-230	117-128	117-298
PP	117-010	117-010	117-010	117-044
S1	116-195	116-195	117-062	116-262
S2	115-295	115-295	117-030
S3	114-260	115-160	116-317
S4	113-225	114-125	116-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-160	116-110	1-050	1.0%	0-220	0.6%	65%	True	False	405,240
10	117-247	116-110	1-137	1.2%	0-235	0.6%	53%	False	False	382,624
20	117-300	116-020	1-280	1.6%	0-225	0.6%	55%	False	False	263,100

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	0-043
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-264
2.618	118-298
1.618	118-123
1.000	118-015
0.618	117-268
HIGH	117-160
0.618	117-093
0.500	117-072
0.382	117-052
LOW	116-305
0.618	116-197
1.000	116-130
1.618	116-022
2.618	115-167
4.250	114-201

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	117-072	117-022
PP	117-059	117-013
S1	117-046	117-004

Download as Excel Spreadsheet

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

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