ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	117-312	117-240	-0-072	-0.2%	118-015
High	118-015	119-287	1-272	1.6%	118-077
Low	117-205	117-240	0-035	0.1%	117-020
Close	117-205	119-287	2-082	1.9%	118-045
Range	0-130	2-047	1-237	428.5%	1-057
ATR	0-203	0-240	0-037	18.3%	0-000
Volume	4,183	5,979	1,796	42.9%	55,355

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-199	124-290	121-025
R3	123-152	122-243	120-156
R2	121-105	121-105	120-093
R1	120-196	120-196	120-030	120-310
PP	119-058	119-058	119-058	119-115
S1	118-149	118-149	119-224	118-264
S2	117-011	117-011	119-161
S3	114-284	116-102	119-098
S4	112-237	114-055	118-229

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	119-287	117-145	2-142	2.0%	0-257	0.7%	100%	True	False	6,780
10	119-287	117-020	2-267	2.4%	0-228	0.6%	100%	True	False	11,375
20	119-287	117-020	2-267	2.4%	0-222	0.6%	100%	True	False	196,968
40	119-287	117-020	2-267	2.4%	0-223	0.6%	100%	True	False	226,103
60	120-237	117-020	3-217	3.1%	0-227	0.6%	77%	False	False	205,859
80	120-237	114-240	5-317	5.0%	0-247	0.6%	86%	False	False	218,780
100	120-237	110-290	9-267	8.2%	0-241	0.6%	91%	False	False	177,629

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	0-040
Widest range in 105 trading days

Fibonacci Retracements and Extensions
4.250	129-007
2.618	125-166
1.618	123-119
1.000	122-014
0.618	121-072
HIGH	119-287
0.618	119-025
0.500	118-264
0.382	118-182
LOW	117-240
0.618	116-135
1.000	115-193
1.618	114-088
2.618	112-041
4.250	108-200

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	119-172	119-167
PP	119-058	119-046
S1	118-264	118-246

Download as Excel Spreadsheet

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

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