ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 119-177 119-087 -0-090 -0.2% 118-090
High 119-257 119-140 -0-117 -0.3% 120-190
Low 119-032 119-015 -0-017 0.0% 118-012
Close 119-097 119-120 0-023 0.1% 119-212
Range 0-225 0-125 -0-100 -44.4% 2-178
ATR 0-288 0-277 -0-012 -4.0% 0-000
Volume 132,779 100,798 -31,981 -24.1% 1,073,300
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 120-147 120-098 119-189
R3 120-022 119-293 119-154
R2 119-217 119-217 119-143
R1 119-168 119-168 119-131 119-192
PP 119-092 119-092 119-092 119-104
S1 119-043 119-043 119-109 119-068
S2 118-287 118-287 119-097
S3 118-162 118-238 119-086
S4 118-037 118-113 119-051
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
5 120-190 119-015 1-175 1.3% 0-237 0.6% 21% False True 166,671
10 120-190 117-115 3-075 2.7% 0-293 0.8% 62% False False 204,012
20 120-190 115-250 4-260 4.0% 0-287 0.8% 75% False False 251,189
40 120-190 110-290 9-220 8.1% 0-260 0.7% 87% False False 144,982
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 0-077
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 121-031
2.618 120-147
1.618 120-022
1.000 119-265
0.618 119-217
HIGH 119-140
0.618 119-092
0.500 119-078
0.382 119-063
LOW 119-015
0.618 118-258
1.000 118-210
1.618 118-133
2.618 118-008
4.250 117-124
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 119-106 119-188
PP 119-092 119-165
S1 119-078 119-142

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

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