ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	117-070	117-090	0-020	0.1%	117-210
High	117-250	117-110	-0-140	-0.4%	117-300
Low	116-310	116-230	-0-080	-0.2%	116-230
Close	117-110	117-030	-0-080	-0.2%	117-110
Range	0-260	0-200	-0-060	-23.1%	1-070
ATR	0-207	0-207	-0-001	-0.2%	0-000
Volume	86,570	117,883	31,313	36.2%	190,824

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-297	118-203	117-140
R3	118-097	118-003	117-085
R2	117-217	117-217	117-067
R1	117-123	117-123	117-048	117-070
PP	117-017	117-017	117-017	116-310
S1	116-243	116-243	117-012	116-190
S2	116-137	116-137	116-313
S3	115-257	116-043	116-295
S4	115-057	115-163	116-240

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%	0-232	0.6%	31%	False	True	61,741
10	117-300	116-030	1-270	1.6%	0-202	0.5%	54%	False	False	32,845

Crabel Price Patterns
NR	True
NR4	True
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	0-053
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-000
2.618	118-314
1.618	118-114
1.000	117-310
0.618	117-234
HIGH	117-110
0.618	117-034
0.500	117-010
0.382	116-306
LOW	116-230
0.618	116-106
1.000	116-030
1.618	115-226
2.618	115-026
4.250	114-020

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	117-023	117-080
PP	117-017	117-063
S1	117-010	117-047

Download as Excel Spreadsheet

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

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