ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	117-145	117-045	-0-100	-0.3%	116-217
High	117-247	117-087	-0-160	-0.4%	117-247
Low	117-000	116-232	-0-088	-0.2%	116-170
Close	117-082	116-307	-0-095	-0.3%	117-082
Range	0-247	0-175	-0-072	-29.1%	1-077
ATR	0-220	0-216	-0-003	-1.4%	0-000
Volume	387,370	457,634	70,264	18.1%	1,800,046

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-200	118-109	117-083
R3	118-025	117-254	117-035
R2	117-170	117-170	117-019
R1	117-079	117-079	117-003	117-037
PP	116-315	116-315	116-315	116-294
S1	116-224	116-224	116-291	116-182
S2	116-140	116-140	116-275
S3	115-285	116-049	116-259
S4	115-110	115-194	116-211

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%	0-226	0.6%	35%	False	False	382,293
10	117-247	116-020	1-227	1.5%	0-220	0.6%	52%	False	False	338,092
20	117-300	116-020	1-280	1.6%	0-211	0.6%	48%	False	False	185,468

Crabel Price Patterns
NR	True
NR4	True
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	0-040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-191
2.618	118-225
1.618	118-050
1.000	117-262
0.618	117-195
HIGH	117-087
0.618	117-020
0.500	117-000
0.382	116-299
LOW	116-232
0.618	116-124
1.000	116-057
1.618	115-269
2.618	115-094
4.250	114-128

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	117-000	117-074
PP	116-315	117-045
S1	116-311	117-016

Download as Excel Spreadsheet

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

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