ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	117-157	117-110	-0-047	-0.1%	117-090
High	117-162	117-115	-0-047	-0.1%	117-120
Low	117-002	116-170	-0-152	-0.4%	116-020
Close	117-030	116-217	-0-133	-0.4%	116-187
Range	0-160	0-265	0-105	65.6%	1-100
ATR	0-208	0-212	0-004	2.0%	0-000
Volume	371,185	342,984	-28,201	-7.6%	1,241,128

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-109	118-268	117-043
R3	118-164	118-003	116-290
R2	117-219	117-219	116-266
R1	117-058	117-058	116-241	117-006
PP	116-274	116-274	116-274	116-248
S1	116-113	116-113	116-193	116-061
S2	116-009	116-009	116-168
S3	115-064	115-168	116-144
S4	114-119	114-223	116-071

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%	0-212	0.6%	41%	False	False	357,481
10	117-250	116-020	1-230	1.5%	0-216	0.6%	36%	False	False	246,468
20	117-300	116-020	1-280	1.6%	0-198	0.5%	33%	False	False	126,244

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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-281
2.618	119-169
1.618	118-224
1.000	118-060
0.618	117-279
HIGH	117-115
0.618	117-014
0.500	116-302
0.382	116-271
LOW	116-170
0.618	116-006
1.000	115-225
1.618	115-061
2.618	114-116
4.250	113-004

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	116-302	117-018
PP	116-274	116-297
S1	116-246	116-257

Download as Excel Spreadsheet

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

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