ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	116-217	117-157	0-260	0.7%	117-090
High	117-185	117-162	-0-023	-0.1%	117-120
Low	116-215	117-002	0-107	0.3%	116-020
Close	117-112	117-030	-0-082	-0.2%	116-187
Range	0-290	0-160	-0-130	-44.8%	1-100
ATR	0-211	0-208	-0-004	-1.7%	0-000
Volume	346,215	371,185	24,970	7.2%	1,241,128

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-225	118-127	117-118
R3	118-065	117-287	117-074
R2	117-225	117-225	117-059
R1	117-127	117-127	117-045	117-096
PP	117-065	117-065	117-065	117-049
S1	116-287	116-287	117-015	116-256
S2	116-225	116-225	117-001
S3	116-065	116-127	116-306
S4	115-225	115-287	116-262

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%	0-209	0.6%	68%	False	False	342,105
10	117-300	116-020	1-280	1.6%	0-219	0.6%	55%	False	False	214,542
20	117-300	116-020	1-280	1.6%	0-199	0.5%	55%	False	False	109,094

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-202
2.618	118-261
1.618	118-101
1.000	118-002
0.618	117-261
HIGH	117-162
0.618	117-101
0.500	117-082
0.382	117-063
LOW	117-002
0.618	116-223
1.000	116-162
1.618	116-063
2.618	115-223
4.250	114-282

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	117-082	117-008
PP	117-065	116-307
S1	117-047	116-285

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols