ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 117-312 117-240 -0-072 -0.2% 118-015
High 118-015 119-287 1-272 1.6% 118-077
Low 117-205 117-240 0-035 0.1% 117-020
Close 117-205 119-287 2-082 1.9% 118-045
Range 0-130 2-047 1-237 428.5% 1-057
ATR 0-203 0-240 0-037 18.3% 0-000
Volume 4,183 5,979 1,796 42.9% 55,355
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-199 124-290 121-025
R3 123-152 122-243 120-156
R2 121-105 121-105 120-093
R1 120-196 120-196 120-030 120-310
PP 119-058 119-058 119-058 119-115
S1 118-149 118-149 119-224 118-264
S2 117-011 117-011 119-161
S3 114-284 116-102 119-098
S4 112-237 114-055 118-229
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
5 119-287 117-145 2-142 2.0% 0-257 0.7% 100% True False 6,780
10 119-287 117-020 2-267 2.4% 0-228 0.6% 100% True False 11,375
20 119-287 117-020 2-267 2.4% 0-222 0.6% 100% True False 196,968
40 119-287 117-020 2-267 2.4% 0-223 0.6% 100% True False 226,103
60 120-237 117-020 3-217 3.1% 0-227 0.6% 77% False False 205,859
80 120-237 114-240 5-317 5.0% 0-247 0.6% 86% False False 218,780
100 120-237 110-290 9-267 8.2% 0-241 0.6% 91% False False 177,629
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 0-040
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 129-007
2.618 125-166
1.618 123-119
1.000 122-014
0.618 121-072
HIGH 119-287
0.618 119-025
0.500 118-264
0.382 118-182
LOW 117-240
0.618 116-135
1.000 115-193
1.618 114-088
2.618 112-041
4.250 108-200
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 119-172 119-167
PP 119-058 119-046
S1 118-264 118-246

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

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