ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	117-150	118-132	0-302	0.8%	118-107
High	118-152	118-132	-0-020	-0.1%	118-190
Low	117-150	117-290	0-140	0.4%	117-067
Close	118-085	117-317	-0-088	-0.2%	117-177
Range	1-002	0-162	-0-160	-49.7%	1-123
ATR	0-236	0-231	-0-005	-2.2%	0-000
Volume	161,896	54,828	-107,068	-66.1%	2,683,270

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-199	119-100	118-086
R3	119-037	118-258	118-042
R2	118-195	118-195	118-027
R1	118-096	118-096	118-012	118-064
PP	118-033	118-033	118-033	118-017
S1	117-254	117-254	117-302	117-222
S2	117-191	117-191	117-287
S3	117-029	117-092	117-272
S4	116-187	116-250	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	118-152	117-067	1-085	1.1%	0-224	0.6%	62%	False	False	404,326
10	119-050	117-067	1-303	1.7%	0-228	0.6%	40%	False	False	412,868
20	119-050	117-067	1-303	1.7%	0-224	0.6%	40%	False	False	329,698
40	120-237	117-067	3-170	3.0%	0-223	0.6%	22%	False	False	285,072
60	120-237	116-312	3-245	3.2%	0-246	0.7%	27%	False	False	247,956
80	120-237	112-260	7-297	6.7%	0-245	0.6%	65%	False	False	219,996

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	120-180
2.618	119-236
1.618	119-074
1.000	118-294
0.618	118-232
HIGH	118-132
0.618	118-070
0.500	118-051
0.382	118-032
LOW	117-290
0.618	117-190
1.000	117-128
1.618	117-028
2.618	116-186
4.250	115-242

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	118-051	117-302
PP	118-033	117-286
S1	118-015	117-271

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

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