ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 118-085 118-222 0-137 0.4% 116-180
High 118-247 118-260 0-013 0.0% 118-260
Low 117-275 117-195 -0-080 -0.2% 116-180
Close 118-200 117-282 -0-238 -0.6% 117-282
Range 0-292 1-065 0-093 31.8% 2-080
ATR 0-258 0-267 0-009 3.5% 0-000
Volume 275,363 222,317 -53,046 -19.3% 1,346,826
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-227 121-000 118-174
R3 120-162 119-255 118-068
R2 119-097 119-097 118-033
R1 118-190 118-190 117-317 118-111
PP 118-032 118-032 118-032 117-313
S1 117-125 117-125 117-247 117-046
S2 116-287 116-287 117-211
S3 115-222 116-060 117-176
S4 114-157 114-315 117-070
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 124-161 123-141 119-038
R3 122-081 121-061 118-160
R2 120-001 120-001 118-094
R1 118-301 118-301 118-028 119-151
PP 117-241 117-241 117-241 118-006
S1 116-221 116-221 117-216 117-071
S2 115-161 115-161 117-150
S3 113-081 114-141 117-084
S4 111-001 112-061 116-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-260 116-180 2-080 1.9% 0-316 0.8% 59% True False 269,365
10 118-260 114-240 4-020 3.4% 0-296 0.8% 77% True False 289,555
20 118-260 112-260 6-000 5.1% 0-259 0.7% 84% True False 160,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-296
2.618 121-308
1.618 120-243
1.000 120-005
0.618 119-178
HIGH 118-260
0.618 118-113
0.500 118-068
0.382 118-022
LOW 117-195
0.618 116-277
1.000 116-130
1.618 115-212
2.618 114-147
4.250 112-159
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 118-068 118-055
PP 118-032 118-024
S1 117-317 117-313

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

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