ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 117-122 117-150 0-028 0.1% 118-107
High 117-280 118-152 0-192 0.5% 118-190
Low 117-070 117-150 0-080 0.2% 117-067
Close 117-177 118-085 0-228 0.6% 117-177
Range 0-210 1-002 0-112 53.3% 1-123
ATR 0-229 0-236 0-007 2.9% 0-000
Volume 592,689 161,896 -430,793 -72.7% 2,683,270
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 121-028 120-219 118-262
R3 120-026 119-217 118-174
R2 119-024 119-024 118-144
R1 118-215 118-215 118-115 118-280
PP 118-022 118-022 118-022 118-055
S1 117-213 117-213 118-055 117-278
S2 117-020 117-020 118-026
S3 116-018 116-211 117-316
S4 115-016 115-209 117-228
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 121-300 121-042 118-101
R3 120-177 119-239 117-299
R2 119-054 119-054 117-258
R1 118-116 118-116 117-218 118-024
PP 117-251 117-251 117-251 117-205
S1 116-313 116-313 117-136 116-220
S2 116-128 116-128 117-096
S3 115-005 115-190 117-055
S4 113-202 114-067 116-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-190 117-067 1-123 1.2% 0-228 0.6% 76% False False 473,514
10 119-050 117-067 1-303 1.6% 0-245 0.6% 54% False False 428,823
20 119-050 117-067 1-303 1.6% 0-228 0.6% 54% False False 341,292
40 120-237 117-067 3-170 3.0% 0-231 0.6% 30% False False 285,996
60 120-237 116-312 3-245 3.2% 0-247 0.7% 34% False False 252,538
80 120-237 112-260 7-297 6.7% 0-245 0.6% 69% False False 219,445
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 0-045
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122-240
2.618 121-035
1.618 120-033
1.000 119-154
0.618 119-031
HIGH 118-152
0.618 118-029
0.500 117-311
0.382 117-273
LOW 117-150
0.618 116-271
1.000 116-148
1.618 115-269
2.618 114-267
4.250 113-062
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 118-054 118-040
PP 118-022 117-315
S1 117-311 117-270

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

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