ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 118-305 118-092 -0-213 -0.6% 119-150
High 119-182 118-242 -0-260 -0.7% 120-052
Low 118-037 118-010 -0-027 -0.1% 118-037
Close 118-050 118-192 0-142 0.4% 118-050
Range 1-145 0-232 -0-233 -50.1% 2-015
ATR 0-278 0-275 -0-003 -1.2% 0-000
Volume 91,794 127,641 35,847 39.1% 270,751
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 120-204 120-110 119-000
R3 119-292 119-198 118-256
R2 119-060 119-060 118-235
R1 118-286 118-286 118-213 119-013
PP 118-148 118-148 118-148 118-172
S1 118-054 118-054 118-171 118-101
S2 117-236 117-236 118-149
S3 117-004 117-142 118-128
S4 116-092 116-230 118-064
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
5 120-052 118-010 2-042 1.8% 0-305 0.8% 27% False True 79,678
10 120-052 118-010 2-042 1.8% 0-243 0.6% 27% False True 93,468
20 120-190 116-312 3-198 3.1% 0-287 0.8% 45% False False 166,337
40 120-190 112-260 7-250 6.6% 0-268 0.7% 74% False False 157,924
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-061
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-268
2.618 120-209
1.618 119-297
1.000 119-154
0.618 119-065
HIGH 118-242
0.618 118-153
0.500 118-126
0.382 118-099
LOW 118-010
0.618 117-187
1.000 117-098
1.618 116-275
2.618 116-043
4.250 114-304
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 118-170 118-304
PP 118-148 118-266
S1 118-126 118-229

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

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