ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	117-045	117-020	-0-025	-0.1%	116-217
High	117-087	117-020	-0-067	-0.2%	117-247
Low	116-232	116-110	-0-122	-0.3%	116-170
Close	116-307	116-150	-0-157	-0.4%	117-082
Range	0-175	0-230	0-055	31.4%	1-077
ATR	0-216	0-217	0-001	0.5%	0-000
Volume	457,634	313,947	-143,687	-31.4%	1,800,046

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-250	118-110	116-276
R3	118-020	117-200	116-213
R2	117-110	117-110	116-192
R1	116-290	116-290	116-171	116-245
PP	116-200	116-200	116-200	116-178
S1	116-060	116-060	116-129	116-015
S2	115-290	115-290	116-108
S3	115-060	115-150	116-087
S4	114-150	114-240	116-024

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	116-110	1-137	1.2%	0-240	0.6%	9%	False	True	370,845
10	117-247	116-020	1-227	1.5%	0-225	0.6%	24%	False	False	356,475
20	117-300	116-020	1-280	1.6%	0-217	0.6%	22%	False	False	200,946

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-038
2.618	118-302
1.618	118-072
1.000	117-250
0.618	117-162
HIGH	117-020
0.618	116-252
0.500	116-225
0.382	116-198
LOW	116-110
0.618	115-288
1.000	115-200
1.618	115-058
2.618	114-148
4.250	113-092

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	116-225	117-018
PP	116-200	116-276
S1	116-175	116-213

Download as Excel Spreadsheet

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

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