ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	117-172	117-122	-0-050	-0.1%	118-107
High	117-230	117-280	0-050	0.1%	118-190
Low	117-067	117-070	0-003	0.0%	117-067
Close	117-122	117-177	0-055	0.1%	117-177
Range	0-163	0-210	0-047	28.8%	1-123
ATR	0-231	0-229	-0-001	-0.6%	0-000
Volume	686,681	592,689	-93,992	-13.7%	2,683,270

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-166	119-061	117-292
R3	118-276	118-171	117-235
R2	118-066	118-066	117-216
R1	117-281	117-281	117-196	118-014
PP	117-176	117-176	117-176	117-202
S1	117-071	117-071	117-158	117-124
S2	116-286	116-286	117-138
S3	116-076	116-181	117-119
S4	115-186	115-291	117-062

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-300	121-042	118-101
R3	120-177	119-239	117-299
R2	119-054	119-054	117-258
R1	118-116	118-116	117-218	118-024
PP	117-251	117-251	117-251	117-205
S1	116-313	116-313	117-136	116-220
S2	116-128	116-128	117-096
S3	115-005	115-190	117-055
S4	113-202	114-067	116-253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-190	117-067	1-123	1.2%	0-202	0.5%	25%	False	False	536,654
10	119-050	117-067	1-303	1.7%	0-235	0.6%	18%	False	False	439,074
20	119-050	117-067	1-303	1.7%	0-222	0.6%	18%	False	False	346,956
40	120-237	117-067	3-170	3.0%	0-232	0.6%	10%	False	False	283,857
60	120-237	116-312	3-245	3.2%	0-245	0.7%	15%	False	False	256,037
80	120-237	112-000	8-237	7.4%	0-246	0.7%	64%	False	False	217,458

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	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-212
2.618	119-190
1.618	118-300
1.000	118-170
0.618	118-090
HIGH	117-280
0.618	117-200
0.500	117-175
0.382	117-150
LOW	117-070
0.618	116-260
1.000	116-180
1.618	116-050
2.618	115-160
4.250	114-138

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	117-176	117-236
PP	117-176	117-216
S1	117-175	117-197

Download as Excel Spreadsheet

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

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