ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 118-127 118-090 -0-037 -0.1% 117-277
High 118-295 119-007 0-032 0.1% 118-295
Low 117-142 118-012 0-190 0.5% 116-312
Close 118-075 118-282 0-207 0.5% 118-075
Range 1-153 0-315 -0-158 -33.4% 1-303
ATR 0-282 0-284 0-002 0.8% 0-000
Volume 257,838 272,116 14,278 5.5% 1,253,463
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-192 121-072 119-135
R3 120-197 120-077 119-049
R2 119-202 119-202 119-020
R1 119-082 119-082 118-311 119-142
PP 118-207 118-207 118-207 118-237
S1 118-087 118-087 118-253 118-147
S2 117-212 117-212 118-224
S3 116-217 117-092 118-195
S4 115-222 116-097 118-109
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
5 119-007 117-085 1-242 1.5% 0-314 0.8% 92% True False 243,245
10 119-007 116-312 2-015 1.7% 0-298 0.8% 93% True False 272,486
20 119-007 114-210 4-117 3.7% 0-288 0.8% 97% True False 234,502
40 119-007 110-290 8-037 6.8% 0-243 0.6% 98% True False 119,193
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 0-079
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-066
2.618 121-192
1.618 120-197
1.000 120-002
0.618 119-202
HIGH 119-007
0.618 118-207
0.500 118-170
0.382 118-132
LOW 118-012
0.618 117-137
1.000 117-017
1.618 116-142
2.618 115-147
4.250 113-273
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 118-244 118-213
PP 118-207 118-144
S1 118-170 118-074

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

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