ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	117-150	117-210	0-060	0.2%	117-090
High	117-200	117-260	0-060	0.2%	117-110
Low	117-080	117-100	0-020	0.1%	116-050
Close	117-130	117-210	0-080	0.2%	116-120
Range	0-120	0-160	0-040	33.3%	1-060
ATR
Volume	2,538	4,754	2,216	87.3%	12,882

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-030	118-280	117-298
R3	118-190	118-120	117-254
R2	118-030	118-030	117-239
R1	117-280	117-280	117-225	117-290
PP	117-190	117-190	117-190	117-195
S1	117-120	117-120	117-195	117-130
S2	117-030	117-030	117-181
S3	116-190	116-280	117-166
S4	116-030	116-120	117-122

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	117-260	116-030	1-230	1.5%	0-156	0.4%	91%	True	False	4,837
10	117-260	116-030	1-230	1.5%	0-151	0.4%	91%	True	False	2,890

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-300
2.618	119-039
1.618	118-199
1.000	118-100
0.618	118-039
HIGH	117-260
0.618	117-199
0.500	117-180
0.382	117-161
LOW	117-100
0.618	117-001
1.000	116-260
1.618	116-161
2.618	116-001
4.250	115-060

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	117-200	117-160
PP	117-190	117-110
S1	117-180	117-060

Download as Excel Spreadsheet

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

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