ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 117-245 117-315 0-070 0.2% 118-015
High 118-005 118-077 0-072 0.2% 118-077
Low 117-145 117-172 0-027 0.1% 117-020
Close 117-252 118-045 0-113 0.3% 118-045
Range 0-180 0-225 0-045 25.0% 1-057
ATR 0-218 0-218 0-001 0.2% 0-000
Volume 8,829 12,694 3,865 43.8% 55,355
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-026 119-261 118-169
R3 119-121 119-036 118-107
R2 118-216 118-216 118-086
R1 118-131 118-131 118-066 118-174
PP 117-311 117-311 117-311 118-013
S1 117-226 117-226 118-024 117-268
S2 117-086 117-086 118-004
S3 116-181 117-001 117-303
S4 115-276 116-096 117-241
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 121-112 120-295 118-252
R3 120-055 119-238 118-149
R2 118-318 118-318 118-114
R1 118-181 118-181 118-080 118-250
PP 117-261 117-261 117-261 117-295
S1 117-124 117-124 118-010 117-192
S2 116-204 116-204 117-296
S3 115-147 116-067 117-261
S4 114-090 115-010 117-158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-077 117-020 1-057 1.0% 0-181 0.5% 92% True False 11,071
10 118-202 117-020 1-182 1.3% 0-207 0.5% 69% False False 34,596
20 119-050 117-020 2-030 1.8% 0-221 0.6% 51% False False 236,835
40 120-237 117-020 3-217 3.1% 0-219 0.6% 29% False False 246,082
60 120-237 117-020 3-217 3.1% 0-230 0.6% 29% False False 216,389
80 120-237 114-210 6-027 5.2% 0-244 0.6% 57% False False 220,917
100 120-237 110-290 9-267 8.3% 0-235 0.6% 74% False False 177,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-073
2.618 120-026
1.618 119-121
1.000 118-302
0.618 118-216
HIGH 118-077
0.618 117-311
0.500 117-284
0.382 117-258
LOW 117-172
0.618 117-033
1.000 116-267
1.618 116-128
2.618 115-223
4.250 114-176
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 118-018 117-313
PP 117-311 117-261
S1 117-284 117-208

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

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