ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 20-Feb-2009

Day Change Summary
	Previous	Current
	19-Feb-2009	20-Feb-2009	Change	Change %	Previous Week
Open	117-020	117-070	0-050	0.1%	117-210
High	117-120	117-250	0-130	0.3%	117-300
Low	116-230	116-310	0-080	0.2%	116-230
Close	116-270	117-110	0-160	0.4%	117-110
Range	0-210	0-260	0-050	23.8%	1-070
ATR	0-200	0-207	0-007	3.6%	0-000
Volume	76,607	86,570	9,963	13.0%	190,824

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-257	119-123	117-253
R3	118-317	118-183	117-182
R2	118-057	118-057	117-158
R1	117-243	117-243	117-134	117-310
PP	117-117	117-117	117-117	117-150
S1	116-303	116-303	117-086	117-050
S2	116-177	116-177	117-062
S3	115-237	116-043	117-038
S4	114-297	115-103	116-287

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-123	118-004
R3	119-247	119-053	117-217
R2	118-177	118-177	117-182
R1	117-303	117-303	117-146	117-205
PP	117-107	117-107	117-107	117-058
S1	116-233	116-233	117-074	116-135
S2	116-037	116-037	117-038
S3	114-287	115-163	117-003
S4	113-217	114-093	116-216

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%	0-236	0.6%	51%	False	False	38,927
10	117-300	116-030	1-270	1.6%	0-196	0.5%	68%	False	False	21,882

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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-075
2.618	119-291
1.618	119-031
1.000	118-190
0.618	118-091
HIGH	117-250
0.618	117-151
0.500	117-120
0.382	117-089
LOW	116-310
0.618	116-149
1.000	116-050
1.618	115-209
2.618	114-269
4.250	113-165

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	117-120	117-108
PP	117-117	117-107
S1	117-113	117-105

Download as Excel Spreadsheet

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

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