ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 116-180 117-235 1-055 1.0% 115-210
High 117-315 118-045 0-050 0.1% 116-265
Low 116-180 117-195 1-015 0.9% 114-240
Close 117-217 117-270 0-053 0.1% 116-227
Range 1-135 0-170 -0-285 -62.6% 2-025
ATR 0-261 0-254 -0-006 -2.5% 0-000
Volume 147,541 371,856 224,315 152.0% 1,548,730
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 119-147 119-058 118-044
R3 118-297 118-208 117-317
R2 118-127 118-127 117-301
R1 118-038 118-038 117-286 118-082
PP 117-277 117-277 117-277 117-299
S1 117-188 117-188 117-254 117-232
S2 117-107 117-107 117-239
S3 116-257 117-018 117-223
S4 116-087 116-168 117-176
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-106 121-191 117-273
R3 120-081 119-166 117-090
R2 118-056 118-056 117-029
R1 117-141 117-141 116-288 117-258
PP 116-031 116-031 116-031 116-089
S1 115-116 115-116 116-166 115-234
S2 114-006 114-006 116-105
S3 111-301 113-091 116-044
S4 109-276 111-066 115-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-045 115-250 2-115 2.0% 0-253 0.7% 87% True False 327,205
10 118-045 114-230 3-135 2.9% 0-280 0.7% 91% True False 230,775
20 118-045 112-260 5-105 4.5% 0-239 0.6% 94% True False 120,167
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-128
2.618 119-170
1.618 119-000
1.000 118-215
0.618 118-150
HIGH 118-045
0.618 117-300
0.500 117-280
0.382 117-260
LOW 117-195
0.618 117-090
1.000 117-025
1.618 116-240
2.618 116-070
4.250 115-112
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 117-280 117-180
PP 117-277 117-090
S1 117-273 117-000

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

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