ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	118-007	117-172	-0-155	-0.4%	118-062
High	118-085	117-230	-0-175	-0.5%	119-050
Low	117-142	117-067	-0-075	-0.2%	117-277
Close	117-157	117-122	-0-035	-0.1%	118-152
Range	0-263	0-163	-0-100	-38.0%	1-093
ATR	0-236	0-231	-0-005	-2.2%	0-000
Volume	525,540	686,681	161,141	30.7%	1,443,065

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-309	118-218	117-212
R3	118-146	118-055	117-167
R2	117-303	117-303	117-152
R1	117-212	117-212	117-137	117-176
PP	117-140	117-140	117-140	117-122
S1	117-049	117-049	117-107	117-013
S2	116-297	116-297	117-092
S3	116-134	116-206	117-077
S4	115-291	116-043	117-032

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-119	121-228	119-059
R3	121-026	120-135	118-266
R2	119-253	119-253	118-228
R1	119-042	119-042	118-190	119-148
PP	118-160	118-160	118-160	118-212
S1	117-269	117-269	118-114	118-054
S2	117-067	117-067	118-076
S3	115-294	116-176	118-038
S4	114-201	115-083	117-245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-290	117-067	1-223	1.4%	0-211	0.6%	10%	False	True	506,786
10	119-050	117-067	1-303	1.7%	0-232	0.6%	9%	False	True	401,589
20	119-050	117-067	1-303	1.7%	0-224	0.6%	9%	False	True	330,141
40	120-237	117-067	3-170	3.0%	0-231	0.6%	5%	False	True	271,074
60	120-237	116-180	4-057	3.6%	0-249	0.7%	20%	False	False	248,618
80	120-237	111-270	8-287	7.6%	0-243	0.6%	62%	False	False	210,080

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-049
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	119-283
2.618	119-017
1.618	118-174
1.000	118-073
0.618	118-011
HIGH	117-230
0.618	117-168
0.500	117-148
0.382	117-129
LOW	117-067
0.618	116-286
1.000	116-224
1.618	116-123
2.618	115-280
4.250	115-014

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	117-148	117-288
PP	117-140	117-233
S1	117-131	117-178

Download as Excel Spreadsheet

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

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