ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	116-100	116-217	0-117	0.3%	117-090
High	116-252	117-185	0-253	0.7%	117-120
Low	116-065	116-215	0-150	0.4%	116-020
Close	116-187	117-112	0-245	0.7%	116-187
Range	0-187	0-290	0-103	55.1%	1-100
ATR	0-203	0-211	0-008	4.0%	0-000
Volume	372,865	346,215	-26,650	-7.1%	1,241,128

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-294	119-173	117-272
R3	119-004	118-203	117-192
R2	118-034	118-034	117-165
R1	117-233	117-233	117-139	117-294
PP	117-064	117-064	117-064	117-094
S1	116-263	116-263	117-085	117-004
S2	116-094	116-094	117-059
S3	115-124	115-293	117-032
S4	114-154	115-003	116-272

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	117-185	116-020	1-165	1.3%	0-213	0.6%	85%	True	False	293,892
10	117-300	116-020	1-280	1.6%	0-223	0.6%	69%	False	False	177,816
20	117-300	116-020	1-280	1.6%	0-191	0.5%	69%	False	False	90,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-138
2.618	119-304
1.618	119-014
1.000	118-155
0.618	118-044
HIGH	117-185
0.618	117-074
0.500	117-040
0.382	117-006
LOW	116-215
0.618	116-036
1.000	115-245
1.618	115-066
2.618	114-096
4.250	112-262

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	117-088	117-056
PP	117-064	116-319
S1	117-040	116-262

Download as Excel Spreadsheet

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

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