ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	116-205	117-010	0-125	0.3%	117-045
High	117-102	117-145	0-043	0.1%	117-145
Low	116-167	116-200	0-033	0.1%	116-110
Close	116-297	117-095	0-118	0.3%	117-095
Range	0-255	0-265	0-010	3.9%	1-035
ATR	0-221	0-224	0-003	1.4%	0-000
Volume	336,117	498,136	162,019	48.2%	1,605,834

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-195	119-090	117-241
R3	118-250	118-145	117-168
R2	117-305	117-305	117-144
R1	117-200	117-200	117-119	117-252
PP	117-040	117-040	117-040	117-066
S1	116-255	116-255	117-071	116-308
S2	116-095	116-095	117-046
S3	115-150	115-310	117-022
S4	114-205	115-045	116-269

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-115	119-300	117-290
R3	119-080	118-265	117-193
R2	118-045	118-045	117-160
R1	117-230	117-230	117-128	117-298
PP	117-010	117-010	117-010	117-044
S1	116-195	116-195	117-062	116-262
S2	115-295	115-295	117-030
S3	114-260	115-160	116-317
S4	113-225	114-125	116-220

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%	0-234	0.6%	67%	False	False	398,640
10	117-247	116-065	1-182	1.3%	0-236	0.6%	70%	False	False	377,874
20	117-300	116-020	1-280	1.6%	0-224	0.6%	66%	False	False	242,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-311
2.618	119-199
1.618	118-254
1.000	118-090
0.618	117-309
HIGH	117-145
0.618	117-044
0.500	117-012
0.382	116-301
LOW	116-200
0.618	116-036
1.000	115-255
1.618	115-091
2.618	114-146
4.250	113-034

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	117-068	117-052
PP	117-040	117-010
S1	117-012	116-288

Download as Excel Spreadsheet

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

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