ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	117-020	116-205	-0-135	-0.4%	116-217
High	117-020	117-102	0-082	0.2%	117-247
Low	116-110	116-167	0-057	0.2%	116-170
Close	116-150	116-297	0-147	0.4%	117-082
Range	0-230	0-255	0-025	10.9%	1-077
ATR	0-217	0-221	0-004	1.8%	0-000
Volume	313,947	336,117	22,170	7.1%	1,800,046

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-100	118-294	117-117
R3	118-165	118-039	117-047
R2	117-230	117-230	117-024
R1	117-104	117-104	117-000	117-167
PP	116-295	116-295	116-295	117-007
S1	116-169	116-169	116-274	116-232
S2	116-040	116-040	116-250
S3	115-105	115-234	116-227
S4	114-170	114-299	116-157

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%	0-238	0.6%	41%	False	False	369,472
10	117-247	116-020	1-227	1.5%	0-225	0.6%	51%	False	False	363,476
20	117-300	116-020	1-280	1.6%	0-217	0.6%	46%	False	False	217,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-226
2.618	119-130
1.618	118-195
1.000	118-037
0.618	117-260
HIGH	117-102
0.618	117-005
0.500	116-294
0.382	116-264
LOW	116-167
0.618	116-009
1.000	115-232
1.618	115-074
2.618	114-139
4.250	113-043

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	116-296	116-287
PP	116-295	116-276
S1	116-294	116-266

Download as Excel Spreadsheet

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

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