ECBOT 5 Year T-Note Future June 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 116-100 116-217 0-117 0.3% 117-090
High 116-252 117-185 0-253 0.7% 117-120
Low 116-065 116-215 0-150 0.4% 116-020
Close 116-187 117-112 0-245 0.7% 116-187
Range 0-187 0-290 0-103 55.1% 1-100
ATR 0-203 0-211 0-008 4.0% 0-000
Volume 372,865 346,215 -26,650 -7.1% 1,241,128
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-294 119-173 117-272
R3 119-004 118-203 117-192
R2 118-034 118-034 117-165
R1 117-233 117-233 117-139 117-294
PP 117-064 117-064 117-064 117-094
S1 116-263 116-263 117-085 117-004
S2 116-094 116-094 117-059
S3 115-124 115-293 117-032
S4 114-154 115-003 116-272
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-196 119-291 117-098
R3 119-096 118-191 116-302
R2 117-316 117-316 116-264
R1 117-091 117-091 116-226 116-314
PP 116-216 116-216 116-216 116-167
S1 115-311 115-311 116-148 115-214
S2 115-116 115-116 116-110
S3 114-016 114-211 116-072
S4 112-236 113-111 115-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-185 116-020 1-165 1.3% 0-213 0.6% 85% True False 293,892
10 117-300 116-020 1-280 1.6% 0-223 0.6% 69% False False 177,816
20 117-300 116-020 1-280 1.6% 0-191 0.5% 69% False False 90,539
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 0-055
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-138
2.618 119-304
1.618 119-014
1.000 118-155
0.618 118-044
HIGH 117-185
0.618 117-074
0.500 117-040
0.382 117-006
LOW 116-215
0.618 116-036
1.000 115-245
1.618 115-066
2.618 114-096
4.250 112-262
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 117-088 117-056
PP 117-064 116-319
S1 117-040 116-262

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

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