ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 117-277 117-225 -0-052 -0.1% 116-180
High 117-277 118-065 0-108 0.3% 118-260
Low 116-312 117-085 0-093 0.2% 116-180
Close 117-190 118-007 0-137 0.4% 117-282
Range 0-285 0-300 0-015 5.3% 2-080
ATR 0-269 0-271 0-002 0.8% 0-000
Volume 309,354 210,861 -98,493 -31.8% 1,346,826
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 120-206 120-086 118-172
R3 119-226 119-106 118-090
R2 118-246 118-246 118-062
R1 118-126 118-126 118-034 118-186
PP 117-266 117-266 117-266 117-296
S1 117-146 117-146 117-300 117-206
S2 116-286 116-286 117-272
S3 115-306 116-166 117-244
S4 115-006 115-186 117-162
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
5 118-260 116-312 1-268 1.6% 0-308 0.8% 57% False False 269,528
10 118-260 115-250 3-010 2.6% 0-280 0.7% 74% False False 298,367
20 118-260 113-150 5-110 4.5% 0-270 0.7% 85% False False 185,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-069
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-060
2.618 120-210
1.618 119-230
1.000 119-045
0.618 118-250
HIGH 118-065
0.618 117-270
0.500 117-235
0.382 117-200
LOW 117-085
0.618 116-220
1.000 116-105
1.618 115-240
2.618 114-260
4.250 113-090
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 117-296 117-313
PP 117-266 117-300
S1 117-235 117-286

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

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