ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	116-270	116-180	-0-090	-0.2%	117-210
High	117-020	116-180	-0-160	-0.4%	117-300
Low	116-090	116-020	-0-070	-0.2%	116-230
Close	116-100	116-120	0-020	0.1%	117-110
Range	0-250	0-160	-0-090	-36.0%	1-070
ATR	0-208	0-204	-0-003	-1.6%	0-000
Volume	266,102	354,158	88,056	33.1%	190,824

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-267	117-193	116-208
R3	117-107	117-033	116-164
R2	116-267	116-267	116-149
R1	116-193	116-193	116-135	116-150
PP	116-107	116-107	116-107	116-085
S1	116-033	116-033	116-105	115-310
S2	115-267	115-267	116-091
S3	115-107	115-193	116-076
S4	114-267	115-033	116-032

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	116-020	1-230	1.5%	0-210	0.6%	18%	False	True	190,966
10	117-300	116-020	1-280	1.6%	0-213	0.6%	17%	False	True	106,765
20	117-300	116-020	1-280	1.6%	0-174	0.5%	17%	False	True	54,590

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-061
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	118-220
2.618	117-279
1.618	117-119
1.000	117-020
0.618	116-279
HIGH	116-180
0.618	116-119
0.500	116-100
0.382	116-081
LOW	116-020
0.618	115-241
1.000	115-180
1.618	115-081
2.618	114-241
4.250	113-300

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	116-113	116-230
PP	116-107	116-193
S1	116-100	116-157

Download as Excel Spreadsheet

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

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