ECBOT 5 Year T-Note Future June 2009

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

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	117-210	117-230	0-020	0.1%	116-040
High	117-300	117-300	0-000	0.0%	117-260
Low	117-100	117-010	-0-090	-0.2%	116-030
Close	117-260	117-100	-0-160	-0.4%	116-290
Range	0-200	0-290	0-090	45.0%	1-230
ATR	0-192	0-199	0-007	3.6%	0-000
Volume	3,929	23,718	19,789	503.7%	19,747

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-047	119-203	117-260
R3	119-077	118-233	117-180
R2	118-107	118-107	117-153
R1	117-263	117-263	117-127	117-200
PP	117-137	117-137	117-137	117-105
S1	116-293	116-293	117-073	116-230
S2	116-167	116-167	117-047
S3	115-197	116-003	117-020
S4	114-227	115-033	116-260

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	117-300	116-260	1-040	1.0%	0-198	0.5%	44%	True	False	7,750
10	117-300	116-030	1-270	1.6%	0-179	0.5%	66%	True	False	6,019

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	0-048
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-252
2.618	120-099
1.618	119-129
1.000	118-270
0.618	118-159
HIGH	117-300
0.618	117-189
0.500	117-155
0.382	117-121
LOW	117-010
0.618	116-151
1.000	116-040
1.618	115-181
2.618	114-211
4.250	113-058

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	117-155	117-120
PP	117-137	117-113
S1	117-118	117-107

Download as Excel Spreadsheet

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

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