ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	117-230	117-085	-0-145	-0.4%	117-150
High	117-230	117-205	-0-025	-0.1%	118-202
Low	117-067	117-020	-0-047	-0.1%	117-150
Close	117-090	117-160	0-070	0.2%	118-027
Range	0-163	0-185	0-022	13.5%	1-052
ATR	0-223	0-221	-0-003	-1.2%	0-000
Volume	12,383	8,196	-4,187	-33.8%	290,614

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-043	118-287	117-262
R3	118-178	118-102	117-211
R2	117-313	117-313	117-194
R1	117-237	117-237	117-177	117-275
PP	117-128	117-128	117-128	117-148
S1	117-052	117-052	117-143	117-090
S2	116-263	116-263	117-126
S3	116-078	116-187	117-109
S4	115-213	116-002	117-058

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-176	120-313	118-232
R3	120-124	119-261	118-129
R2	119-072	119-072	118-095
R1	118-209	118-209	118-061	118-300
PP	118-020	118-020	118-020	118-065
S1	117-157	117-157	117-313	117-248
S2	116-288	116-288	117-279
S3	115-236	116-105	117-245
S4	114-184	115-053	117-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-202	117-020	1-182	1.3%	0-198	0.5%	28%	False	True	15,971
10	118-202	117-020	1-182	1.3%	0-204	0.5%	28%	False	True	160,381
20	119-050	117-020	2-030	1.8%	0-216	0.6%	21%	False	True	264,060
40	120-237	117-020	3-217	3.1%	0-220	0.6%	12%	False	True	254,969
60	120-237	117-020	3-217	3.1%	0-236	0.6%	12%	False	True	224,863
80	120-237	113-300	6-257	5.8%	0-244	0.6%	52%	False	False	220,813

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	0-031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-031
2.618	119-049
1.618	118-184
1.000	118-070
0.618	117-319
HIGH	117-205
0.618	117-134
0.500	117-112
0.382	117-091
LOW	117-020
0.618	116-226
1.000	116-155
1.618	116-041
2.618	115-176
4.250	114-194

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	117-144	117-182
PP	117-128	117-175
S1	117-112	117-168

Download as Excel Spreadsheet

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

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