ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 119-257 119-247 -0-010 0.0% 119-177
High 120-000 119-277 -0-043 -0.1% 119-257
Low 119-115 118-255 -0-180 -0.5% 119-015
Close 119-187 119-017 -0-170 -0.4% 119-152
Range 0-205 1-022 0-137 66.8% 0-242
ATR 0-258 0-264 0-006 2.3% 0-000
Volume 81,388 76,319 -5,069 -6.2% 379,279
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 122-142 121-262 119-205
R3 121-120 120-240 119-111
R2 120-098 120-098 119-080
R1 119-218 119-218 119-048 119-147
PP 119-076 119-076 119-076 119-041
S1 118-196 118-196 118-306 118-125
S2 118-054 118-054 118-274
S3 117-032 117-174 118-243
S4 116-010 116-152 118-149
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
5 120-052 118-255 1-117 1.1% 0-228 0.6% 19% False True 64,931
10 120-190 118-255 1-255 1.5% 0-233 0.6% 14% False True 115,801
20 120-190 116-312 3-198 3.0% 0-280 0.7% 57% False False 185,621
40 120-190 112-260 7-250 6.5% 0-260 0.7% 80% False False 152,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 124-130
2.618 122-212
1.618 121-190
1.000 120-299
0.618 120-168
HIGH 119-277
0.618 119-146
0.500 119-106
0.382 119-066
LOW 118-255
0.618 118-044
1.000 117-233
1.618 117-022
2.618 116-000
4.250 114-082
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 119-106 119-154
PP 119-076 119-108
S1 119-047 119-062

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

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