ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 120-017 119-177 -0-160 -0.4% 118-090
High 120-040 119-257 -0-103 -0.3% 120-190
Low 119-122 119-032 -0-090 -0.2% 118-012
Close 119-212 119-097 -0-115 -0.3% 119-212
Range 0-238 0-225 -0-013 -5.5% 2-178
ATR 0-293 0-288 -0-005 -1.7% 0-000
Volume 157,017 132,779 -24,238 -15.4% 1,073,300
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-164 121-035 119-221
R3 120-259 120-130 119-159
R2 120-034 120-034 119-138
R1 119-225 119-225 119-118 119-177
PP 119-129 119-129 119-129 119-104
S1 119-000 119-000 119-076 118-272
S2 118-224 118-224 119-056
S3 117-319 118-095 119-035
S4 117-094 117-190 118-293
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
5 120-190 118-165 2-025 1.7% 0-307 0.8% 38% False False 186,792
10 120-190 117-085 3-105 2.8% 0-310 0.8% 61% False False 215,018
20 120-190 114-290 5-220 4.8% 0-302 0.8% 77% False False 259,041
40 120-190 110-290 9-220 8.1% 0-262 0.7% 87% False False 142,482
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 0-086
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-253
2.618 121-206
1.618 120-301
1.000 120-162
0.618 120-076
HIGH 119-257
0.618 119-171
0.500 119-144
0.382 119-118
LOW 119-032
0.618 118-213
1.000 118-127
1.618 117-308
2.618 117-083
4.250 116-036
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 119-144 119-234
PP 119-129 119-188
S1 119-113 119-142

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

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