ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	118-045	118-082	0-037	0.1%	118-182
High	118-122	118-175	0-053	0.1%	118-190
Low	117-317	118-040	0-043	0.1%	117-222
Close	118-045	118-157	0-112	0.3%	118-045
Range	0-125	0-135	0-010	8.0%	0-288
ATR	0-221	0-214	-0-006	-2.8%	0-000
Volume	270,522	249,098	-21,424	-7.9%	1,282,601

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-209	119-158	118-231
R3	119-074	119-023	118-194
R2	118-259	118-259	118-182
R1	118-208	118-208	118-169	118-234
PP	118-124	118-124	118-124	118-137
S1	118-073	118-073	118-145	118-098
S2	117-309	117-309	118-132
S3	117-174	117-258	118-120
S4	117-039	117-123	118-083

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-270	120-125	118-203
R3	119-302	119-157	118-124
R2	119-014	119-014	118-098
R1	118-189	118-189	118-071	118-118
PP	118-046	118-046	118-046	118-010
S1	117-221	117-221	118-019	117-150
S2	117-078	117-078	117-312
S3	116-110	116-253	117-286
S4	115-142	115-285	117-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-175	117-222	0-273	0.7%	0-154	0.4%	93%	True	False	266,425
10	119-152	116-215	2-257	2.4%	0-226	0.6%	65%	False	False	287,432
20	119-152	116-110	3-042	2.6%	0-231	0.6%	69%	False	False	335,028
40	119-152	116-020	3-132	2.9%	0-207	0.5%	71%	False	False	204,131

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-109
2.618	119-208
1.618	119-073
1.000	118-310
0.618	118-258
HIGH	118-175
0.618	118-123
0.500	118-108
0.382	118-092
LOW	118-040
0.618	117-277
1.000	117-225
1.618	117-142
2.618	117-007
4.250	116-106

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	118-140	118-119
PP	118-124	118-081
S1	118-108	118-042

Download as Excel Spreadsheet

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

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