ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 118-010 117-312 -0-018 0.0% 118-015
High 118-030 118-015 -0-015 0.0% 118-077
Low 117-287 117-205 -0-082 -0.2% 117-020
Close 117-307 117-205 -0-102 -0.3% 118-045
Range 0-063 0-130 0-067 106.3% 1-057
ATR 0-208 0-203 -0-006 -2.7% 0-000
Volume 2,217 4,183 1,966 88.7% 55,355
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 118-318 118-232 117-276
R3 118-188 118-102 117-241
R2 118-058 118-058 117-229
R1 117-292 117-292 117-217 117-270
PP 117-248 117-248 117-248 117-238
S1 117-162 117-162 117-193 117-140
S2 117-118 117-118 117-181
S3 116-308 117-032 117-169
S4 116-178 116-222 117-134
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% 0-157 0.4% 49% False False 7,223
10 118-202 117-020 1-182 1.3% 0-178 0.5% 37% False False 13,564
20 119-050 117-020 2-030 1.8% 0-203 0.5% 28% False False 213,216
40 120-010 117-020 2-310 2.5% 0-214 0.6% 19% False False 231,511
60 120-237 117-020 3-217 3.1% 0-220 0.6% 16% False False 209,841
80 120-237 114-240 5-317 5.1% 0-242 0.6% 48% False False 219,602
100 120-237 110-290 9-267 8.4% 0-236 0.6% 68% False False 177,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-248
2.618 119-035
1.618 118-225
1.000 118-145
0.618 118-095
HIGH 118-015
0.618 117-285
0.500 117-270
0.382 117-255
LOW 117-205
0.618 117-125
1.000 117-075
1.618 116-315
2.618 116-185
4.250 115-292
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 117-270 117-284
PP 117-248 117-258
S1 117-227 117-232

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

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