ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 117-110 116-285 -0-145 -0.4% 117-090
High 117-115 117-187 0-072 0.2% 117-120
Low 116-170 116-222 0-052 0.1% 116-020
Close 116-217 117-137 0-240 0.6% 116-187
Range 0-265 0-285 0-020 7.5% 1-100
ATR 0-212 0-217 0-006 2.6% 0-000
Volume 342,984 352,292 9,308 2.7% 1,241,128
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-290 119-179 117-294
R3 119-005 118-214 117-215
R2 118-040 118-040 117-189
R1 117-249 117-249 117-163 117-304
PP 117-075 117-075 117-075 117-103
S1 116-284 116-284 117-111 117-020
S2 116-110 116-110 117-085
S3 115-145 115-319 117-059
S4 114-180 115-034 116-300
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
5 117-187 116-065 1-122 1.2% 0-237 0.6% 89% True False 357,108
10 117-250 116-020 1-230 1.5% 0-224 0.6% 79% False False 274,037
20 117-300 116-020 1-280 1.6% 0-203 0.5% 73% False False 143,829
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-118
2.618 119-293
1.618 119-008
1.000 118-152
0.618 118-043
HIGH 117-187
0.618 117-078
0.500 117-044
0.382 117-011
LOW 116-222
0.618 116-046
1.000 115-257
1.618 115-081
2.618 114-116
4.250 112-291
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 117-106 117-098
PP 117-075 117-058
S1 117-044 117-018

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

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