ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	116-235	118-275	2-040	1.8%	117-045
High	119-152	119-025	-0-127	-0.3%	117-145
Low	116-220	118-122	1-222	1.5%	116-110
Close	119-027	118-140	-0-207	-0.5%	117-095
Range	2-252	0-223	-2-029	-75.0%	1-035
ATR	0-266	0-263	-0-003	-1.1%	0-000
Volume	350,448	433,781	83,333	23.8%	1,605,834

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-231	120-089	118-263
R3	120-008	119-186	118-201
R2	119-105	119-105	118-181
R1	118-283	118-283	118-160	118-242
PP	118-202	118-202	118-202	118-182
S1	118-060	118-060	118-120	118-020
S2	117-299	117-299	118-099
S3	117-076	117-157	118-079
S4	116-173	116-254	118-017

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	116-200	2-272	2.4%	1-027	0.9%	64%	False	False	382,983
10	119-152	116-110	3-042	2.6%	0-293	0.8%	67%	False	False	376,227
20	119-152	116-020	3-132	2.9%	0-254	0.7%	70%	False	False	311,348

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-013
2.618	120-289
1.618	120-066
1.000	119-248
0.618	119-163
HIGH	119-025
0.618	118-260
0.500	118-234
0.382	118-207
LOW	118-122
0.618	117-304
1.000	117-219
1.618	117-081
2.618	116-178
4.250	115-134

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	118-234	118-101
PP	118-202	118-062
S1	118-171	118-024

Download as Excel Spreadsheet

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

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