ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	117-115	117-035	-0-080	-0.2%	117-045
High	117-160	117-075	-0-085	-0.2%	117-145
Low	116-305	116-215	-0-090	-0.2%	116-110
Close	117-032	116-250	-0-102	-0.3%	117-095
Range	0-175	0-180	0-005	2.9%	1-035
ATR	0-221	0-218	-0-003	-1.3%	0-000
Volume	420,369	212,185	-208,184	-49.5%	1,605,834

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-187	118-078	117-029
R3	118-007	117-218	116-300
R2	117-147	117-147	116-283
R1	117-038	117-038	116-266	117-002
PP	116-287	116-287	116-287	116-269
S1	116-178	116-178	116-234	116-142
S2	116-107	116-107	116-217
S3	115-247	115-318	116-200
S4	115-067	115-138	116-151

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	117-160	116-110	1-050	1.0%	0-221	0.6%	38%	False	False	356,150
10	117-247	116-110	1-137	1.2%	0-224	0.6%	31%	False	False	369,221
20	117-300	116-020	1-280	1.6%	0-223	0.6%	38%	False	False	273,519

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-200
2.618	118-226
1.618	118-046
1.000	117-255
0.618	117-186
HIGH	117-075
0.618	117-006
0.500	116-305
0.382	116-284
LOW	116-215
0.618	116-104
1.000	116-035
1.618	115-244
2.618	115-064
4.250	114-090

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	116-305	117-020
PP	116-287	116-310
S1	116-268	116-280

Download as Excel Spreadsheet

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

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