ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	119-200	119-062	-0-138	-0.4%	118-010
High	119-250	119-097	-0-153	-0.4%	119-287
Low	119-060	119-055	-0-005	0.0%	117-205
Close	119-060	119-097	0-037	0.1%	119-097
Range	0-190	0-042	-0-148	-77.9%	2-082
ATR	0-239	0-225	-0-014	-5.9%	0-000
Volume	5,883	3,132	-2,751	-46.8%	21,394

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-209	119-195	119-120
R3	119-167	119-153	119-109
R2	119-125	119-125	119-105
R1	119-111	119-111	119-101	119-118
PP	119-083	119-083	119-083	119-086
S1	119-069	119-069	119-093	119-076
S2	119-041	119-041	119-089
S3	118-319	119-027	119-085
S4	118-277	118-305	119-074

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-229	124-245	120-174
R3	123-147	122-163	119-296
R2	121-065	121-065	119-229
R1	120-081	120-081	119-163	120-233
PP	118-303	118-303	118-303	119-059
S1	117-319	117-319	119-031	118-151
S2	116-221	116-221	118-285
S3	114-139	115-237	118-218
S4	112-057	113-155	118-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-287	117-205	2-082	1.9%	0-222	0.6%	74%	False	False	4,278
10	119-287	117-020	2-267	2.4%	0-202	0.5%	79%	False	False	7,674
20	119-287	117-020	2-267	2.4%	0-210	0.5%	79%	False	False	152,531
40	119-287	117-020	2-267	2.4%	0-218	0.6%	79%	False	False	215,032
60	120-237	117-020	3-217	3.1%	0-223	0.6%	61%	False	False	201,179
80	120-237	114-290	5-267	4.9%	0-243	0.6%	75%	False	False	215,645
100	120-237	110-290	9-267	8.2%	0-239	0.6%	85%	False	False	177,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-034
Narrowest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	119-276
2.618	119-207
1.618	119-165
1.000	119-139
0.618	119-123
HIGH	119-097
0.618	119-081
0.500	119-076
0.382	119-071
LOW	119-055
0.618	119-029
1.000	119-013
1.618	118-307
2.618	118-265
4.250	118-196

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	119-090	119-046
PP	119-083	118-315
S1	119-076	118-264

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

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