ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 121-280 121-105 -0-175 -0.4% 121-125
High 121-290 121-215 -0-075 -0.2% 121-290
Low 120-155 121-070 0-235 0.6% 120-000
Close 121-065 121-195 0-130 0.3% 121-065
Range 1-135 0-145 -0-310 -68.1% 1-290
ATR 0-303 0-292 -0-011 -3.6% 0-000
Volume 8,012 8,689 677 8.4% 90,412
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 122-275 122-220 121-275
R3 122-130 122-075 121-235
R2 121-305 121-305 121-222
R1 121-250 121-250 121-208 121-278
PP 121-160 121-160 121-160 121-174
S1 121-105 121-105 121-182 121-132
S2 121-015 121-015 121-168
S3 120-190 120-280 121-155
S4 120-045 120-135 121-115
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-242 125-283 122-080
R3 124-272 123-313 121-233
R2 122-302 122-302 121-177
R1 122-023 122-023 121-121 121-178
PP 121-012 121-012 121-012 120-249
S1 120-053 120-053 121-009 119-208
S2 119-042 119-042 120-273
S3 117-072 118-083 120-217
S4 115-102 116-113 120-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-290 120-065 1-225 1.4% 0-257 0.7% 83% False False 13,564
10 121-290 120-000 1-290 1.6% 0-283 0.7% 84% False False 48,957
20 121-290 116-175 5-115 4.4% 0-289 0.7% 94% False False 224,249
40 121-290 112-052 9-238 8.0% 0-278 0.7% 97% False False 275,890
60 121-290 111-075 10-215 8.8% 0-303 0.8% 97% False False 368,421
80 121-290 111-062 10-228 8.8% 0-301 0.8% 97% False False 448,898
100 121-290 109-240 12-050 10.0% 0-273 0.7% 98% False False 362,490
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-067
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 123-191
2.618 122-275
1.618 122-130
1.000 122-040
0.618 121-305
HIGH 121-215
0.618 121-160
0.500 121-142
0.382 121-125
LOW 121-070
0.618 120-300
1.000 120-245
1.618 120-155
2.618 120-010
4.250 119-094
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 121-178 121-151
PP 121-160 121-107
S1 121-142 121-062

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

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