ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	117-230	117-020	-0-210	-0.6%	116-040
High	117-300	117-120	-0-180	-0.5%	117-260
Low	117-010	116-230	-0-100	-0.3%	116-030
Close	117-100	116-270	-0-150	-0.4%	116-290
Range	0-290	0-210	-0-080	-27.6%	1-230
ATR	0-199	0-200	0-001	0.4%	0-000
Volume	23,718	76,607	52,889	223.0%	19,747

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-303	118-177	117-066
R3	118-093	117-287	117-008
R2	117-203	117-203	116-308
R1	117-077	117-077	116-289	117-035
PP	116-313	116-313	116-313	116-292
S1	116-187	116-187	116-251	116-145
S2	116-103	116-103	116-232
S3	115-213	115-297	116-212
S4	115-003	115-087	116-154

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	116-230	1-070	1.0%	0-216	0.6%	10%	False	True	22,563
10	117-300	116-030	1-270	1.6%	0-183	0.5%	41%	False	False	13,622

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	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-052
2.618	119-030
1.618	118-140
1.000	118-010
0.618	117-250
HIGH	117-120
0.618	117-040
0.500	117-015
0.382	116-310
LOW	116-230
0.618	116-100
1.000	116-020
1.618	115-210
2.618	115-000
4.250	113-298

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	117-015	117-105
PP	116-313	117-053
S1	116-292	117-002

Download as Excel Spreadsheet

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

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