ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 122-100 121-220 -0-200 -0.5% 121-105
High 122-100 121-230 -0-190 -0.5% 122-315
Low 121-215 121-145 -0-070 -0.2% 121-070
Close 121-272 121-157 -0-115 -0.3% 121-272
Range 0-205 0-085 -0-120 -58.5% 1-245
ATR 0-285 0-274 -0-011 -4.0% 0-000
Volume 11,147 2,687 -8,460 -75.9% 39,478
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 122-112 122-060 121-204
R3 122-027 121-295 121-180
R2 121-262 121-262 121-173
R1 121-210 121-210 121-165 121-194
PP 121-177 121-177 121-177 121-169
S1 121-125 121-125 121-149 121-108
S2 121-092 121-092 121-141
S3 121-007 121-040 121-134
S4 120-242 120-275 121-110
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-101 126-111 122-263
R3 125-176 124-186 122-107
R2 123-251 123-251 122-056
R1 122-261 122-261 122-004 123-096
PP 122-006 122-006 122-006 122-083
S1 121-016 121-016 121-220 121-171
S2 120-081 120-081 121-168
S3 118-156 119-091 121-117
S4 116-231 117-166 120-281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-315 121-075 1-240 1.4% 0-233 0.6% 15% False False 6,695
10 122-315 120-065 2-250 2.3% 0-245 0.6% 46% False False 10,129
20 122-315 117-115 5-200 4.6% 0-288 0.7% 73% False False 134,950
40 122-315 113-017 9-298 8.2% 0-273 0.7% 85% False False 231,071
60 122-315 111-075 11-240 9.7% 0-303 0.8% 87% False False 313,699
80 122-315 111-062 11-253 9.7% 0-306 0.8% 87% False False 428,377
100 122-315 110-070 12-245 10.5% 0-275 0.7% 88% False False 362,694
120 122-315 109-050 13-265 11.4% 0-259 0.7% 89% False False 302,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Narrowest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 122-271
2.618 122-133
1.618 122-048
1.000 121-315
0.618 121-283
HIGH 121-230
0.618 121-198
0.500 121-188
0.382 121-177
LOW 121-145
0.618 121-092
1.000 121-060
1.618 121-007
2.618 120-242
4.250 120-104
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 121-188 122-001
PP 121-177 121-266
S1 121-167 121-212

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

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