ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 117-315 118-010 0-015 0.0% 118-015
High 118-077 118-030 -0-047 -0.1% 118-077
Low 117-172 117-287 0-115 0.3% 117-020
Close 118-045 117-307 -0-058 -0.2% 118-045
Range 0-225 0-063 -0-162 -72.0% 1-057
ATR 0-218 0-208 -0-010 -4.6% 0-000
Volume 12,694 2,217 -10,477 -82.5% 55,355
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 118-184 118-148 118-022
R3 118-121 118-085 118-004
R2 118-058 118-058 117-319
R1 118-022 118-022 117-313 118-008
PP 117-315 117-315 117-315 117-308
S1 117-279 117-279 117-301 117-266
S2 117-252 117-252 117-295
S3 117-189 117-216 117-290
S4 117-126 117-153 117-272
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% 0-163 0.4% 76% False False 8,863
10 118-202 117-020 1-182 1.3% 0-181 0.5% 57% False False 18,629
20 119-050 117-020 2-030 1.8% 0-213 0.6% 43% False False 223,726
40 120-107 117-020 3-087 2.8% 0-216 0.6% 27% False False 237,410
60 120-237 117-020 3-217 3.1% 0-223 0.6% 24% False False 213,069
80 120-237 114-230 6-007 5.1% 0-243 0.6% 54% False False 220,579
100 120-237 110-290 9-267 8.3% 0-236 0.6% 72% False False 177,530
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 118-298
2.618 118-195
1.618 118-132
1.000 118-093
0.618 118-069
HIGH 118-030
0.618 118-006
0.500 117-318
0.382 117-311
LOW 117-287
0.618 117-248
1.000 117-224
1.618 117-185
2.618 117-122
4.250 117-019
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 117-318 117-295
PP 117-315 117-283
S1 117-311 117-271

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

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