ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	117-040	116-270	-0-090	-0.2%	117-210
High	117-120	117-020	-0-100	-0.3%	117-300
Low	116-260	116-090	-0-170	-0.5%	116-230
Close	116-280	116-100	-0-180	-0.5%	117-110
Range	0-180	0-250	0-070	38.9%	1-070
ATR	0-205	0-208	0-003	1.6%	0-000
Volume	130,120	266,102	135,982	104.5%	190,824

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-287	118-123	116-238
R3	118-037	117-193	116-169
R2	117-107	117-107	116-146
R1	116-263	116-263	116-123	116-220
PP	116-177	116-177	116-177	116-155
S1	116-013	116-013	116-077	115-290
S2	115-247	115-247	116-054
S3	114-317	115-083	116-031
S4	114-067	114-153	115-282

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	117-250	116-090	1-160	1.3%	0-220	0.6%	2%	False	True	135,456
10	117-300	116-090	1-210	1.4%	0-209	0.6%	2%	False	True	71,603

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	0-066
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-122
2.618	119-034
1.618	118-104
1.000	117-270
0.618	117-174
HIGH	117-020
0.618	116-244
0.500	116-215
0.382	116-186
LOW	116-090
0.618	115-256
1.000	115-160
1.618	115-006
2.618	114-076
4.250	112-308

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	116-215	116-265
PP	116-177	116-210
S1	116-138	116-155

Download as Excel Spreadsheet

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

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