ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 117-300 118-127 0-147 0.4% 117-277
High 118-145 118-295 0-150 0.4% 118-295
Low 117-237 117-142 -0-095 -0.3% 116-312
Close 118-072 118-075 0-003 0.0% 118-075
Range 0-228 1-153 0-245 107.5% 1-303
ATR 0-267 0-282 0-015 5.5% 0-000
Volume 236,528 257,838 21,310 9.0% 1,253,463
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 122-203 121-292 119-015
R3 121-050 120-139 118-205
R2 119-217 119-217 118-162
R1 118-306 118-306 118-118 118-185
PP 118-064 118-064 118-064 118-004
S1 117-153 117-153 118-032 117-032
S2 116-231 116-231 117-308
S3 115-078 116-000 117-265
S4 113-245 114-167 117-135
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 123-283 123-002 119-098
R3 121-300 121-019 118-246
R2 119-317 119-317 118-189
R1 119-036 119-036 118-132 119-176
PP 118-014 118-014 118-014 118-084
S1 117-053 117-053 118-018 117-194
S2 116-031 116-031 117-281
S3 114-048 115-070 117-224
S4 112-065 113-087 117-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-295 116-312 1-303 1.6% 0-308 0.8% 65% True False 250,692
10 118-295 116-180 2-115 2.0% 0-312 0.8% 71% True False 260,028
20 118-295 114-120 4-175 3.8% 0-279 0.7% 85% True False 221,076
40 118-295 110-240 8-055 6.9% 0-239 0.6% 92% True False 112,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 125-065
2.618 122-253
1.618 121-100
1.000 120-128
0.618 119-267
HIGH 118-295
0.618 118-114
0.500 118-058
0.382 118-003
LOW 117-142
0.618 116-170
1.000 115-309
1.618 115-017
2.618 113-184
4.250 111-052
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 118-070 118-065
PP 118-064 118-055
S1 118-058 118-045

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

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