ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 118-225 118-302 0-077 0.2% 119-150
High 118-310 118-312 0-002 0.0% 120-052
Low 118-040 118-170 0-130 0.3% 118-037
Close 118-217 118-280 0-063 0.2% 118-050
Range 0-270 0-142 -0-128 -47.4% 2-015
ATR 0-275 0-265 -0-009 -3.4% 0-000
Volume 196,750 292,709 95,959 48.8% 270,751
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 120-040 119-302 119-038
R3 119-218 119-160 118-319
R2 119-076 119-076 118-306
R1 119-018 119-018 118-293 118-296
PP 118-254 118-254 118-254 118-233
S1 118-196 118-196 118-267 118-154
S2 118-112 118-112 118-254
S3 117-290 118-054 118-241
S4 117-148 117-232 118-202
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
5 119-277 118-010 1-267 1.5% 0-290 0.8% 46% False False 157,042
10 120-052 118-010 2-042 1.8% 0-238 0.6% 40% False False 113,435
20 120-190 117-085 3-105 2.8% 0-274 0.7% 48% False False 164,226
40 120-190 113-150 7-040 6.0% 0-267 0.7% 76% False False 169,739
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 120-276
2.618 120-044
1.618 119-222
1.000 119-134
0.618 119-080
HIGH 118-312
0.618 118-258
0.500 118-241
0.382 118-224
LOW 118-170
0.618 118-082
1.000 118-028
1.618 117-260
2.618 117-118
4.250 116-206
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 118-267 118-240
PP 118-254 118-201
S1 118-241 118-161

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

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