ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	117-275	118-045	0-090	0.2%	118-182
High	118-102	118-122	0-020	0.1%	118-190
Low	117-230	117-317	0-087	0.2%	117-222
Close	118-077	118-045	-0-032	-0.1%	118-045
Range	0-192	0-125	-0-067	-34.9%	0-288
ATR	0-228	0-221	-0-007	-3.2%	0-000
Volume	378,093	270,522	-107,571	-28.5%	1,282,601

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-110	119-042	118-114
R3	118-305	118-237	118-079
R2	118-180	118-180	118-068
R1	118-112	118-112	118-056	118-108
PP	118-055	118-055	118-055	118-052
S1	117-307	117-307	118-034	117-302
S2	117-250	117-250	118-022
S3	117-125	117-182	118-011
S4	117-000	117-057	117-296

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-270	120-125	118-203
R3	119-302	119-157	118-124
R2	119-014	119-014	118-098
R1	118-189	118-189	118-071	118-118
PP	118-046	118-046	118-046	118-010
S1	117-221	117-221	118-019	117-150
S2	117-078	117-078	117-312
S3	116-110	116-253	117-286
S4	115-142	115-285	117-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-190	117-222	0-288	0.8%	0-146	0.4%	50%	False	False	256,520
10	119-152	116-215	2-257	2.4%	0-230	0.6%	52%	False	False	304,559
20	119-152	116-065	3-087	2.8%	0-233	0.6%	59%	False	False	341,217
40	119-152	116-020	3-132	2.9%	0-204	0.5%	61%	False	False	197,903

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-013
2.618	119-129
1.618	119-004
1.000	118-247
0.618	118-199
HIGH	118-122
0.618	118-074
0.500	118-060
0.382	118-045
LOW	117-317
0.618	117-240
1.000	117-192
1.618	117-115
2.618	116-310
4.250	116-106

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	118-060	118-034
PP	118-055	118-023
S1	118-050	118-012

Download as Excel Spreadsheet

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

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