ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	116-180	116-100	-0-080	-0.2%	117-090
High	116-180	116-252	0-072	0.2%	117-120
Low	116-020	116-065	0-045	0.1%	116-020
Close	116-120	116-187	0-067	0.2%	116-187
Range	0-160	0-187	0-027	16.9%	1-100
ATR	0-204	0-203	-0-001	-0.6%	0-000
Volume	354,158	372,865	18,707	5.3%	1,241,128

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-089	118-005	116-290
R3	117-222	117-138	116-238
R2	117-035	117-035	116-221
R1	116-271	116-271	116-204	116-313
PP	116-168	116-168	116-168	116-189
S1	116-084	116-084	116-170	116-126
S2	115-301	115-301	116-153
S3	115-114	115-217	116-136
S4	114-247	115-030	116-084

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-196	119-291	117-098
R3	119-096	118-191	116-302
R2	117-316	117-316	116-264
R1	117-091	117-091	116-226	116-314
PP	116-216	116-216	116-216	116-167
S1	115-311	115-311	116-148	115-214
S2	115-116	115-116	116-110
S3	114-016	114-211	116-072
S4	112-236	113-111	115-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-120	116-020	1-100	1.1%	0-195	0.5%	40%	False	False	248,225
10	117-300	116-020	1-280	1.6%	0-216	0.6%	28%	False	False	143,576
20	117-300	116-020	1-280	1.6%	0-183	0.5%	28%	False	False	73,233

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	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-087
2.618	118-102
1.618	117-235
1.000	117-119
0.618	117-048
HIGH	116-252
0.618	116-181
0.500	116-158
0.382	116-136
LOW	116-065
0.618	115-269
1.000	115-198
1.618	115-082
2.618	114-215
4.250	113-230

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	116-178	116-185
PP	116-168	116-182
S1	116-158	116-180

Download as Excel Spreadsheet

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

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