ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	118-182	118-117	-0-065	-0.2%	117-115
High	118-190	118-135	-0-055	-0.1%	119-152
Low	118-095	118-010	-0-085	-0.2%	116-215
Close	118-127	118-112	-0-015	0.0%	118-185
Range	0-095	0-125	0-030	31.6%	2-257
ATR	0-241	0-232	-0-008	-3.4%	0-000
Volume	199,574	168,865	-30,709	-15.4%	1,762,996

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-141	119-091	118-181
R3	119-016	118-286	118-146
R2	118-211	118-211	118-135
R1	118-161	118-161	118-123	118-124
PP	118-086	118-086	118-086	118-067
S1	118-036	118-036	118-101	117-318
S2	117-281	117-281	118-089
S3	117-156	117-231	118-078
S4	117-031	117-106	118-043

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-208	125-134	120-038
R3	123-271	122-197	119-112
R2	121-014	121-014	119-029
R1	119-260	119-260	118-267	120-137
PP	118-077	118-077	118-077	118-176
S1	117-003	117-003	118-103	117-200
S2	115-140	115-140	118-021
S3	112-203	114-066	117-258
S4	109-266	111-129	117-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-152	116-220	2-252	2.4%	0-288	0.8%	60%	False	False	299,776
10	119-152	116-110	3-042	2.6%	0-254	0.7%	64%	False	False	327,963
20	119-152	116-020	3-132	2.9%	0-237	0.6%	67%	False	False	333,028

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	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-026
2.618	119-142
1.618	119-017
1.000	118-260
0.618	118-212
HIGH	118-135
0.618	118-087
0.500	118-072
0.382	118-058
LOW	118-010
0.618	117-253
1.000	117-205
1.618	117-128
2.618	117-003
4.250	116-119

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	118-099	118-118
PP	118-086	118-116
S1	118-072	118-114

Download as Excel Spreadsheet

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

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