ECBOT 5 Year T-Note Future June 2009

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

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	116-190	117-150	0-280	0.8%	117-090
High	117-120	117-200	0-080	0.2%	117-110
Low	116-180	117-080	0-220	0.6%	116-050
Close	117-080	117-130	0-050	0.1%	116-120
Range	0-260	0-120	-0-140	-53.8%	1-060
ATR
Volume	4,249	2,538	-1,711	-40.3%	12,882

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-177	118-113	117-196
R3	118-057	117-313	117-163
R2	117-257	117-257	117-152
R1	117-193	117-193	117-141	117-165
PP	117-137	117-137	117-137	117-122
S1	117-073	117-073	117-119	117-045
S2	117-017	117-017	117-108
S3	116-217	116-273	117-097
S4	116-097	116-153	117-064

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-060	119-150	117-009
R3	119-000	118-090	116-224
R2	117-260	117-260	116-190
R1	117-030	117-030	116-155	116-275
PP	116-200	116-200	116-200	116-162
S1	115-290	115-290	116-085	115-215
S2	115-140	115-140	116-050
S3	114-080	114-230	116-016
S4	113-020	113-170	115-231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-200	116-030	1-170	1.3%	0-150	0.4%	86%	True	False	4,681
10	117-200	116-030	1-170	1.3%	0-135	0.4%	86%	True	False	2,414

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-070
2.618	118-194
1.618	118-074
1.000	118-000
0.618	117-274
HIGH	117-200
0.618	117-154
0.500	117-140
0.382	117-126
LOW	117-080
0.618	117-006
1.000	116-280
1.618	116-206
2.618	116-086
4.250	115-210

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	117-140	117-072
PP	117-137	117-013
S1	117-133	116-275

Download as Excel Spreadsheet

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

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