ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	117-122	117-150	0-028	0.1%	118-107
High	117-280	118-152	0-192	0.5%	118-190
Low	117-070	117-150	0-080	0.2%	117-067
Close	117-177	118-085	0-228	0.6%	117-177
Range	0-210	1-002	0-112	53.3%	1-123
ATR	0-229	0-236	0-007	2.9%	0-000
Volume	592,689	161,896	-430,793	-72.7%	2,683,270

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-028	120-219	118-262
R3	120-026	119-217	118-174
R2	119-024	119-024	118-144
R1	118-215	118-215	118-115	118-280
PP	118-022	118-022	118-022	118-055
S1	117-213	117-213	118-055	117-278
S2	117-020	117-020	118-026
S3	116-018	116-211	117-316
S4	115-016	115-209	117-228

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%	0-228	0.6%	76%	False	False	473,514
10	119-050	117-067	1-303	1.6%	0-245	0.6%	54%	False	False	428,823
20	119-050	117-067	1-303	1.6%	0-228	0.6%	54%	False	False	341,292
40	120-237	117-067	3-170	3.0%	0-231	0.6%	30%	False	False	285,996
60	120-237	116-312	3-245	3.2%	0-247	0.7%	34%	False	False	252,538
80	120-237	112-260	7-297	6.7%	0-245	0.6%	69%	False	False	219,445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	122-240
2.618	121-035
1.618	120-033
1.000	119-154
0.618	119-031
HIGH	118-152
0.618	118-029
0.500	117-311
0.382	117-273
LOW	117-150
0.618	116-271
1.000	116-148
1.618	115-269
2.618	114-267
4.250	113-062

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	118-054	118-040
PP	118-022	117-315
S1	117-311	117-270

Download as Excel Spreadsheet

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

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