ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 119-230 120-017 0-107 0.3% 118-090
High 120-115 120-040 -0-075 -0.2% 120-190
Low 119-177 119-122 -0-055 -0.1% 118-012
Close 120-012 119-212 -0-120 -0.3% 119-212
Range 0-258 0-238 -0-020 -7.8% 2-178
ATR 0-298 0-293 -0-004 -1.4% 0-000
Volume 244,886 157,017 -87,869 -35.9% 1,073,300
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-305 121-177 120-023
R3 121-067 120-259 119-277
R2 120-149 120-149 119-256
R1 120-021 120-021 119-234 119-286
PP 119-231 119-231 119-231 119-204
S1 119-103 119-103 119-190 119-048
S2 118-313 118-313 119-168
S3 118-075 118-185 119-147
S4 117-157 117-267 119-081
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-032 125-300 121-022
R3 124-174 123-122 120-117
R2 121-316 121-316 120-042
R1 120-264 120-264 119-287 121-130
PP 119-138 119-138 119-138 119-231
S1 118-086 118-086 119-137 118-272
S2 116-280 116-280 119-062
S3 114-102 115-228 118-307
S4 111-244 113-050 118-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-190 118-012 2-178 2.1% 1-005 0.8% 64% False False 214,660
10 120-190 116-312 3-198 3.0% 0-316 0.8% 74% False False 232,676
20 120-190 114-240 5-270 4.9% 0-306 0.8% 84% False False 261,115
40 120-190 110-290 9-220 8.1% 0-262 0.7% 90% False False 139,198
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-078
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-092
2.618 122-023
1.618 121-105
1.000 120-278
0.618 120-187
HIGH 120-040
0.618 119-269
0.500 119-241
0.382 119-213
LOW 119-122
0.618 118-295
1.000 118-204
1.618 118-057
2.618 117-139
4.250 116-070
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 119-241 119-316
PP 119-231 119-281
S1 119-222 119-247

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

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