ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	117-315	118-010	0-015	0.0%	118-015
High	118-077	118-030	-0-047	-0.1%	118-077
Low	117-172	117-287	0-115	0.3%	117-020
Close	118-045	117-307	-0-058	-0.2%	118-045
Range	0-225	0-063	-0-162	-72.0%	1-057
ATR	0-218	0-208	-0-010	-4.6%	0-000
Volume	12,694	2,217	-10,477	-82.5%	55,355

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-184	118-148	118-022
R3	118-121	118-085	118-004
R2	118-058	118-058	117-319
R1	118-022	118-022	117-313	118-008
PP	117-315	117-315	117-315	117-308
S1	117-279	117-279	117-301	117-266
S2	117-252	117-252	117-295
S3	117-189	117-216	117-290
S4	117-126	117-153	117-272

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-112	120-295	118-252
R3	120-055	119-238	118-149
R2	118-318	118-318	118-114
R1	118-181	118-181	118-080	118-250
PP	117-261	117-261	117-261	117-295
S1	117-124	117-124	118-010	117-192
S2	116-204	116-204	117-296
S3	115-147	116-067	117-261
S4	114-090	115-010	117-158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-077	117-020	1-057	1.0%	0-163	0.4%	76%	False	False	8,863
10	118-202	117-020	1-182	1.3%	0-181	0.5%	57%	False	False	18,629
20	119-050	117-020	2-030	1.8%	0-213	0.6%	43%	False	False	223,726
40	120-107	117-020	3-087	2.8%	0-216	0.6%	27%	False	False	237,410
60	120-237	117-020	3-217	3.1%	0-223	0.6%	24%	False	False	213,069
80	120-237	114-230	6-007	5.1%	0-243	0.6%	54%	False	False	220,579
100	120-237	110-290	9-267	8.3%	0-236	0.6%	72%	False	False	177,530

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	118-298
2.618	118-195
1.618	118-132
1.000	118-093
0.618	118-069
HIGH	118-030
0.618	118-006
0.500	117-318
0.382	117-311
LOW	117-287
0.618	117-248
1.000	117-224
1.618	117-185
2.618	117-122
4.250	117-019

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	117-318	117-295
PP	117-315	117-283
S1	117-311	117-271

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols