ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 119-100 119-202 0-102 0.3% 118-092
High 119-305 120-000 0-015 0.0% 119-305
Low 119-035 119-137 0-102 0.3% 118-010
Close 119-205 119-315 0-110 0.3% 119-205
Range 0-270 0-183 -0-087 -32.2% 1-295
ATR 0-263 0-257 -0-006 -2.2% 0-000
Volume 224,182 258,079 33,897 15.1% 1,053,772
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-166 121-104 120-096
R3 120-303 120-241 120-045
R2 120-120 120-120 120-029
R1 120-058 120-058 120-012 120-089
PP 119-257 119-257 119-257 119-273
S1 119-195 119-195 119-298 119-226
S2 119-074 119-074 119-281
S3 118-211 119-012 119-265
S4 118-028 118-149 119-214
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 124-312 124-073 120-223
R3 123-017 122-098 120-054
R2 121-042 121-042 119-318
R1 120-123 120-123 119-261 120-242
PP 119-067 119-067 119-067 119-126
S1 118-148 118-148 119-149 118-268
S2 117-092 117-092 119-092
S3 115-117 116-173 119-036
S4 113-142 114-198 118-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-000 118-040 1-280 1.6% 0-217 0.6% 99% True False 236,842
10 120-052 118-010 2-042 1.8% 0-261 0.7% 92% False False 158,260
20 120-190 117-142 3-048 2.6% 0-269 0.7% 81% False False 164,650
40 120-190 113-300 6-210 5.5% 0-268 0.7% 91% False False 186,657
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 0-067
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-138
2.618 121-159
1.618 120-296
1.000 120-183
0.618 120-113
HIGH 120-000
0.618 119-250
0.500 119-228
0.382 119-207
LOW 119-137
0.618 119-024
1.000 118-274
1.618 118-161
2.618 117-298
4.250 116-319
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 119-286 119-252
PP 119-257 119-188
S1 119-228 119-125

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

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