ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	117-210	117-110	-0-100	-0.3%	116-040
High	117-260	117-160	-0-100	-0.3%	117-260
Low	117-100	116-260	-0-160	-0.4%	116-030
Close	117-210	116-290	-0-240	-0.6%	116-290
Range	0-160	0-220	0-060	37.5%	1-230
ATR
Volume	4,754	3,811	-943	-19.8%	19,747

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-043	118-227	117-091
R3	118-143	118-007	117-030
R2	117-243	117-243	117-010
R1	117-107	117-107	116-310	117-065
PP	117-023	117-023	117-023	117-002
S1	116-207	116-207	116-270	116-165
S2	116-123	116-123	116-250
S3	115-223	115-307	116-230
S4	115-003	115-087	116-169

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-030	121-070	117-272
R3	120-120	119-160	117-121
R2	118-210	118-210	117-071
R1	117-250	117-250	117-020	118-070
PP	116-300	116-300	116-300	117-050
S1	116-020	116-020	116-240	116-160
S2	115-070	115-070	116-189
S3	113-160	114-110	116-139
S4	111-250	112-200	115-308

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%	0-172	0.5%	47%	False	False	3,949
10	117-260	116-030	1-230	1.5%	0-160	0.4%	47%	False	False	3,262

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	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-135
2.618	119-096
1.618	118-196
1.000	118-060
0.618	117-296
HIGH	117-160
0.618	117-076
0.500	117-050
0.382	117-024
LOW	116-260
0.618	116-124
1.000	116-040
1.618	115-224
2.618	115-004
4.250	113-285

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	117-050	117-100
PP	117-023	117-057
S1	116-317	117-013

Download as Excel Spreadsheet

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

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