ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 118-302 118-267 -0-035 -0.1% 119-150
High 118-312 119-152 0-160 0.4% 120-052
Low 118-170 118-250 0-080 0.2% 118-037
Close 118-280 119-102 0-142 0.4% 118-050
Range 0-142 0-222 0-080 56.3% 2-015
ATR 0-265 0-262 -0-003 -1.2% 0-000
Volume 292,709 212,490 -80,219 -27.4% 270,751
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-087 120-317 119-224
R3 120-185 120-095 119-163
R2 119-283 119-283 119-143
R1 119-193 119-193 119-122 119-238
PP 119-061 119-061 119-061 119-084
S1 118-291 118-291 119-082 119-016
S2 118-159 118-159 119-061
S3 117-257 118-069 119-041
S4 117-035 117-167 118-300
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
5 119-182 118-010 1-172 1.3% 0-266 0.7% 84% False False 184,276
10 120-052 118-010 2-042 1.8% 0-247 0.6% 60% False False 124,604
20 120-190 117-115 3-075 2.7% 0-270 0.7% 61% False False 164,308
40 120-190 113-150 7-040 6.0% 0-270 0.7% 82% False False 174,752
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 0-057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-136
2.618 121-093
1.618 120-191
1.000 120-054
0.618 119-289
HIGH 119-152
0.618 119-067
0.500 119-041
0.382 119-015
LOW 118-250
0.618 118-113
1.000 118-028
1.618 117-211
2.618 116-309
4.250 115-266
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 119-082 119-047
PP 119-061 118-311
S1 119-041 118-256

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

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