ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 119-150 119-257 0-107 0.3% 119-177
High 120-052 120-000 -0-052 -0.1% 119-257
Low 119-092 119-115 0-023 0.1% 119-015
Close 119-250 119-187 -0-063 -0.2% 119-152
Range 0-280 0-205 -0-075 -26.8% 0-242
ATR 0-262 0-258 -0-004 -1.6% 0-000
Volume 21,250 81,388 60,138 283.0% 379,279
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-182 121-070 119-300
R3 120-297 120-185 119-243
R2 120-092 120-092 119-225
R1 119-300 119-300 119-206 119-254
PP 119-207 119-207 119-207 119-184
S1 119-095 119-095 119-168 119-048
S2 119-002 119-002 119-149
S3 118-117 118-210 119-131
S4 117-232 118-005 119-074
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-227 121-112 119-285
R3 120-305 120-190 119-219
R2 120-063 120-063 119-196
R1 119-268 119-268 119-174 119-204
PP 119-141 119-141 119-141 119-110
S1 119-026 119-026 119-130 118-282
S2 118-219 118-219 119-108
S3 117-297 118-104 119-085
S4 117-055 117-182 119-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-052 119-015 1-037 0.9% 0-185 0.5% 48% False False 69,827
10 120-190 118-165 2-025 1.7% 0-246 0.6% 51% False False 128,310
20 120-190 116-312 3-198 3.0% 0-272 0.7% 72% False False 200,398
40 120-190 112-000 8-190 7.2% 0-260 0.7% 88% False False 151,060
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-231
2.618 121-217
1.618 121-012
1.000 120-205
0.618 120-127
HIGH 120-000
0.618 119-242
0.500 119-218
0.382 119-193
LOW 119-115
0.618 118-308
1.000 118-230
1.618 118-103
2.618 117-218
4.250 116-204
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 119-218 119-214
PP 119-207 119-205
S1 119-197 119-196

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

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