ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	118-270	118-260	-0-010	0.0%	118-182
High	118-295	118-282	-0-013	0.0%	118-190
Low	118-210	118-070	-0-140	-0.4%	117-222
Close	118-265	118-105	-0-160	-0.4%	118-045
Range	0-085	0-212	0-127	149.4%	0-288
ATR	0-201	0-202	0-001	0.4%	0-000
Volume	250,631	230,987	-19,644	-7.8%	1,282,601

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-148	120-019	118-222
R3	119-256	119-127	118-163
R2	119-044	119-044	118-144
R1	118-235	118-235	118-124	118-194
PP	118-152	118-152	118-152	118-132
S1	118-023	118-023	118-086	117-302
S2	117-260	117-260	118-066
S3	117-048	117-131	118-047
S4	116-156	116-239	117-308

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	117-317	0-298	0.8%	0-141	0.4%	36%	False	False	246,264
10	118-295	117-222	1-073	1.0%	0-142	0.4%	52%	False	False	258,961
20	119-152	116-110	3-042	2.6%	0-217	0.6%	63%	False	False	317,594
40	119-152	116-020	3-132	2.9%	0-207	0.5%	66%	False	False	221,919

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	0-029
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-223
2.618	120-197
1.618	119-305
1.000	119-174
0.618	119-093
HIGH	118-282
0.618	118-201
0.500	118-176
0.382	118-151
LOW	118-070
0.618	117-259
1.000	117-178
1.618	117-047
2.618	116-155
4.250	115-129

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	118-176	118-182
PP	118-152	118-157
S1	118-129	118-131

Download as Excel Spreadsheet

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

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