ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 118-037 117-300 -0-057 -0.2% 116-180
High 118-047 118-145 0-098 0.3% 118-260
Low 117-115 117-237 0-122 0.3% 116-180
Close 117-295 118-072 0-097 0.3% 117-282
Range 0-252 0-228 -0-024 -9.5% 2-080
ATR 0-270 0-267 -0-003 -1.1% 0-000
Volume 238,882 236,528 -2,354 -1.0% 1,346,826
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 120-089 119-308 118-197
R3 119-181 119-080 118-135
R2 118-273 118-273 118-114
R1 118-172 118-172 118-093 118-222
PP 118-045 118-045 118-045 118-070
S1 117-264 117-264 118-051 117-314
S2 117-137 117-137 118-030
S3 116-229 117-036 118-009
S4 116-001 116-128 117-267
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% 0-290 0.8% 68% False False 243,588
10 118-260 115-275 2-305 2.5% 0-295 0.8% 80% False False 259,055
20 118-260 113-300 4-280 4.1% 0-267 0.7% 88% False False 208,663
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-154
2.618 120-102
1.618 119-194
1.000 119-053
0.618 118-286
HIGH 118-145
0.618 118-058
0.500 118-031
0.382 118-004
LOW 117-237
0.618 117-096
1.000 117-009
1.618 116-188
2.618 115-280
4.250 114-228
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 118-058 118-033
PP 118-045 117-314
S1 118-031 117-275

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

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