ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	117-035	116-235	-0-120	-0.3%	117-045
High	117-075	119-152	2-077	1.9%	117-145
Low	116-215	116-220	0-005	0.0%	116-110
Close	116-250	119-027	2-097	2.0%	117-095
Range	0-180	2-252	2-072	395.6%	1-035
ATR	0-218	0-266	0-048	22.1%	0-000
Volume	212,185	350,448	138,263	65.2%	1,605,834

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-249	125-230	120-198
R3	123-317	122-298	119-272
R2	121-065	121-065	119-191
R1	120-046	120-046	119-109	120-216
PP	118-133	118-133	118-133	118-218
S1	117-114	117-114	118-265	117-284
S2	115-201	115-201	118-183
S3	112-269	114-182	118-102
S4	110-017	111-250	117-176

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	119-152	116-167	2-305	2.5%	1-033	0.9%	87%	True	False	363,451
10	119-152	116-110	3-042	2.6%	0-297	0.8%	88%	True	False	367,148
20	119-152	116-020	3-132	2.9%	0-258	0.7%	89%	True	False	290,845

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	131-103
2.618	126-247
1.618	123-315
1.000	122-084
0.618	121-063
HIGH	119-152
0.618	118-131
0.500	118-026
0.382	117-241
LOW	116-220
0.618	114-309
1.000	113-288
1.618	112-057
2.618	109-125
4.250	104-269

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	118-240	118-239
PP	118-133	118-131
S1	118-026	118-024

Download as Excel Spreadsheet

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

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