ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 119-290 119-247 -0-043 -0.1% 119-202
High 120-010 119-270 -0-060 -0.2% 120-237
Low 118-295 119-045 0-070 0.2% 119-137
Close 119-312 119-065 -0-247 -0.6% 120-017
Range 1-035 0-225 -0-130 -36.6% 1-100
ATR 0-254 0-255 0-001 0.4% 0-000
Volume 222,326 248,911 26,585 12.0% 1,224,304
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-162 121-018 119-189
R3 120-257 120-113 119-127
R2 120-032 120-032 119-106
R1 119-208 119-208 119-086 119-168
PP 119-127 119-127 119-127 119-106
S1 118-303 118-303 119-044 118-262
S2 118-222 118-222 119-024
S3 117-317 118-078 119-003
S4 117-092 117-173 118-261
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 124-004 123-110 120-248
R3 122-224 122-010 120-132
R2 121-124 121-124 120-094
R1 120-230 120-230 120-056 121-017
PP 120-024 120-024 120-024 120-077
S1 119-130 119-130 119-298 119-237
S2 118-244 118-244 119-260
S3 117-144 118-030 119-222
S4 116-044 116-250 119-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-237 118-295 1-262 1.5% 0-250 0.7% 15% False False 255,729
10 120-237 118-170 2-067 1.9% 0-222 0.6% 30% False False 242,492
20 120-237 118-010 2-227 2.3% 0-234 0.6% 43% False False 169,967
40 120-237 114-240 5-317 5.0% 0-270 0.7% 74% False False 215,541
60 120-237 110-290 9-267 8.3% 0-252 0.7% 84% False False 149,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-266
2.618 121-219
1.618 120-314
1.000 120-175
0.618 120-089
HIGH 119-270
0.618 119-184
0.500 119-158
0.382 119-131
LOW 119-045
0.618 118-226
1.000 118-140
1.618 118-001
2.618 117-096
4.250 116-049
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 119-158 119-201
PP 119-127 119-156
S1 119-096 119-110

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

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