ECBOT 5 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 116-217 117-157 0-260 0.7% 117-090
High 117-185 117-162 -0-023 -0.1% 117-120
Low 116-215 117-002 0-107 0.3% 116-020
Close 117-112 117-030 -0-082 -0.2% 116-187
Range 0-290 0-160 -0-130 -44.8% 1-100
ATR 0-211 0-208 -0-004 -1.7% 0-000
Volume 346,215 371,185 24,970 7.2% 1,241,128
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 118-225 118-127 117-118
R3 118-065 117-287 117-074
R2 117-225 117-225 117-059
R1 117-127 117-127 117-045 117-096
PP 117-065 117-065 117-065 117-049
S1 116-287 116-287 117-015 116-256
S2 116-225 116-225 117-001
S3 116-065 116-127 116-306
S4 115-225 115-287 116-262
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% 0-209 0.6% 68% False False 342,105
10 117-300 116-020 1-280 1.6% 0-219 0.6% 55% False False 214,542
20 117-300 116-020 1-280 1.6% 0-199 0.5% 55% False False 109,094
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-202
2.618 118-261
1.618 118-101
1.000 118-002
0.618 117-261
HIGH 117-162
0.618 117-101
0.500 117-082
0.382 117-063
LOW 117-002
0.618 116-223
1.000 116-162
1.618 116-063
2.618 115-223
4.250 114-282
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 117-082 117-008
PP 117-065 116-307
S1 117-047 116-285

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

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