ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 119-247 118-305 -0-262 -0.7% 119-150
High 119-277 119-182 -0-095 -0.2% 120-052
Low 118-255 118-037 -0-218 -0.6% 118-037
Close 119-017 118-050 -0-287 -0.8% 118-050
Range 1-022 1-145 0-123 36.0% 2-015
ATR 0-264 0-278 0-014 5.4% 0-000
Volume 76,319 91,794 15,475 20.3% 270,751
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 122-311 122-006 118-306
R3 121-166 120-181 118-178
R2 120-021 120-021 118-135
R1 119-036 119-036 118-093 118-276
PP 118-196 118-196 118-196 118-156
S1 117-211 117-211 118-007 117-131
S2 117-051 117-051 117-285
S3 115-226 116-066 117-242
S4 114-081 114-241 117-114
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 124-305 123-192 119-090
R3 122-290 121-177 118-230
R2 120-275 120-275 118-170
R1 119-162 119-162 118-110 119-051
PP 118-260 118-260 118-260 118-204
S1 117-147 117-147 117-310 117-036
S2 116-245 116-245 117-250
S3 114-230 115-132 117-190
S4 112-215 113-117 117-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-052 118-037 2-015 1.7% 0-295 0.8% 2% False True 56,504
10 120-115 118-037 2-078 1.9% 0-245 0.6% 2% False True 105,193
20 120-190 116-312 3-198 3.1% 0-290 0.8% 33% False False 173,723
40 120-190 112-260 7-250 6.6% 0-267 0.7% 69% False False 154,920
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 0-058
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 125-238
2.618 123-119
1.618 121-294
1.000 121-007
0.618 120-149
HIGH 119-182
0.618 119-004
0.500 118-270
0.382 118-215
LOW 118-037
0.618 117-070
1.000 116-212
1.618 115-245
2.618 114-100
4.250 111-301
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 118-270 119-018
PP 118-196 118-242
S1 118-123 118-146

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

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