ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	118-010	117-312	-0-018	0.0%	118-015
High	118-030	118-015	-0-015	0.0%	118-077
Low	117-287	117-205	-0-082	-0.2%	117-020
Close	117-307	117-205	-0-102	-0.3%	118-045
Range	0-063	0-130	0-067	106.3%	1-057
ATR	0-208	0-203	-0-006	-2.7%	0-000
Volume	2,217	4,183	1,966	88.7%	55,355

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-318	118-232	117-276
R3	118-188	118-102	117-241
R2	118-058	118-058	117-229
R1	117-292	117-292	117-217	117-270
PP	117-248	117-248	117-248	117-238
S1	117-162	117-162	117-193	117-140
S2	117-118	117-118	117-181
S3	116-308	117-032	117-169
S4	116-178	116-222	117-134

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%	0-157	0.4%	49%	False	False	7,223
10	118-202	117-020	1-182	1.3%	0-178	0.5%	37%	False	False	13,564
20	119-050	117-020	2-030	1.8%	0-203	0.5%	28%	False	False	213,216
40	120-010	117-020	2-310	2.5%	0-214	0.6%	19%	False	False	231,511
60	120-237	117-020	3-217	3.1%	0-220	0.6%	16%	False	False	209,841
80	120-237	114-240	5-317	5.1%	0-242	0.6%	48%	False	False	219,602
100	120-237	110-290	9-267	8.4%	0-236	0.6%	68%	False	False	177,569

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-248
2.618	119-035
1.618	118-225
1.000	118-145
0.618	118-095
HIGH	118-015
0.618	117-285
0.500	117-270
0.382	117-255
LOW	117-205
0.618	117-125
1.000	117-075
1.618	116-315
2.618	116-185
4.250	115-292

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	117-270	117-284
PP	117-248	117-258
S1	117-227	117-232

Download as Excel Spreadsheet

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

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