ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 118-092 118-225 0-133 0.4% 119-150
High 118-242 118-310 0-068 0.2% 120-052
Low 118-010 118-040 0-030 0.1% 118-037
Close 118-192 118-217 0-025 0.1% 118-050
Range 0-232 0-270 0-038 16.4% 2-015
ATR 0-275 0-275 0-000 -0.1% 0-000
Volume 127,641 196,750 69,109 54.1% 270,751
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-039 120-238 119-046
R3 120-089 119-288 118-291
R2 119-139 119-139 118-266
R1 119-018 119-018 118-242 118-264
PP 118-189 118-189 118-189 118-152
S1 118-068 118-068 118-192 117-314
S2 117-239 117-239 118-168
S3 116-289 117-118 118-143
S4 116-019 116-168 118-068
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
5 120-000 118-010 1-310 1.7% 0-303 0.8% 33% False False 114,778
10 120-052 118-010 2-042 1.8% 0-246 0.6% 30% False False 97,442
20 120-190 116-312 3-198 3.0% 0-281 0.7% 47% False False 165,059
40 120-190 112-260 7-250 6.6% 0-270 0.7% 75% False False 162,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-068
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-178
2.618 121-057
1.618 120-107
1.000 119-260
0.618 119-157
HIGH 118-310
0.618 118-207
0.500 118-175
0.382 118-143
LOW 118-040
0.618 117-193
1.000 117-090
1.618 116-243
2.618 115-293
4.250 114-172
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 118-203 118-256
PP 118-189 118-243
S1 118-175 118-230

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

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