ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	116-285	117-145	0-180	0.5%	116-217
High	117-187	117-247	0-060	0.2%	117-247
Low	116-222	117-000	0-098	0.3%	116-170
Close	117-137	117-082	-0-055	-0.1%	117-082
Range	0-285	0-247	-0-038	-13.3%	1-077
ATR	0-217	0-220	0-002	1.0%	0-000
Volume	352,292	387,370	35,078	10.0%	1,800,046

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-211	119-073	117-218
R3	118-284	118-146	117-150
R2	118-037	118-037	117-127
R1	117-219	117-219	117-105	117-164
PP	117-110	117-110	117-110	117-082
S1	116-292	116-292	117-059	116-238
S2	116-183	116-183	117-037
S3	115-256	116-045	117-014
S4	115-009	115-118	116-266

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-291	120-103	117-300
R3	119-214	119-026	117-191
R2	118-137	118-137	117-155
R1	117-269	117-269	117-118	118-043
PP	117-060	117-060	117-060	117-106
S1	116-192	116-192	117-046	116-286
S2	115-303	115-303	117-009
S3	114-226	115-115	116-293
S4	113-149	114-038	116-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-247	116-170	1-077	1.1%	0-249	0.7%	58%	True	False	360,009
10	117-247	116-020	1-227	1.5%	0-222	0.6%	70%	True	False	304,117
20	117-300	116-020	1-280	1.6%	0-209	0.6%	64%	False	False	162,999

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-017
2.618	119-254
1.618	119-007
1.000	118-174
0.618	118-080
HIGH	117-247
0.618	117-153
0.500	117-124
0.382	117-094
LOW	117-000
0.618	116-167
1.000	116-073
1.618	115-240
2.618	114-313
4.250	113-230

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	117-124	117-071
PP	117-110	117-060
S1	117-096	117-048

Download as Excel Spreadsheet

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

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