ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	118-167	118-270	0-103	0.3%	118-182
High	118-270	118-295	0-025	0.1%	118-190
Low	118-120	118-210	0-090	0.2%	117-222
Close	118-245	118-265	0-020	0.1%	118-045
Range	0-150	0-085	-0-065	-43.3%	0-288
ATR	0-210	0-201	-0-009	-4.2%	0-000
Volume	230,084	250,631	20,547	8.9%	1,282,601

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-192	119-153	118-312
R3	119-107	119-068	118-288
R2	119-022	119-022	118-281
R1	118-303	118-303	118-273	118-280
PP	118-257	118-257	118-257	118-245
S1	118-218	118-218	118-257	118-195
S2	118-172	118-172	118-249
S3	118-087	118-133	118-242
S4	118-002	118-048	118-218

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	118-295	117-230	1-065	1.0%	0-137	0.4%	92%	True	False	275,685
10	119-025	117-222	1-123	1.2%	0-143	0.4%	82%	False	False	279,240
20	119-152	116-110	3-042	2.6%	0-220	0.6%	79%	False	False	323,194
40	119-152	116-020	3-132	2.9%	0-209	0.6%	81%	False	False	216,144

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	120-016
2.618	119-198
1.618	119-113
1.000	119-060
0.618	119-028
HIGH	118-295
0.618	118-263
0.500	118-252
0.382	118-242
LOW	118-210
0.618	118-157
1.000	118-125
1.618	118-072
2.618	117-307
4.250	117-169

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	118-261	118-232
PP	118-257	118-200
S1	118-252	118-168

Download as Excel Spreadsheet

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

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