ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 116-062 116-180 0-118 0.3% 115-210
High 116-265 117-315 1-050 1.0% 116-265
Low 115-275 116-180 0-225 0.6% 114-240
Close 116-227 117-217 0-310 0.8% 116-227
Range 0-310 1-135 0-145 46.8% 2-025
ATR 0-246 0-261 0-015 6.1% 0-000
Volume 248,104 147,541 -100,563 -40.5% 1,548,730
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-216 121-031 118-147
R3 120-081 119-216 118-022
R2 118-266 118-266 117-300
R1 118-081 118-081 117-259 118-174
PP 117-131 117-131 117-131 117-177
S1 116-266 116-266 117-175 117-038
S2 115-316 115-316 117-134
S3 114-181 115-131 117-092
S4 113-046 113-316 116-287
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-106 121-191 117-273
R3 120-081 119-166 117-090
R2 118-056 118-056 117-029
R1 117-141 117-141 116-288 117-258
PP 116-031 116-031 116-031 116-089
S1 115-116 115-116 116-166 115-234
S2 114-006 114-006 116-105
S3 111-301 113-091 116-044
S4 109-276 111-066 115-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-315 114-290 3-025 2.6% 0-307 0.8% 90% True False 304,400
10 117-315 114-210 3-105 2.8% 0-278 0.7% 91% True False 196,517
20 117-315 112-000 5-315 5.1% 0-248 0.7% 95% True False 101,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 124-009
2.618 121-226
1.618 120-091
1.000 119-130
0.618 118-276
HIGH 117-315
0.618 117-141
0.500 117-088
0.382 117-034
LOW 116-180
0.618 115-219
1.000 115-045
1.618 114-084
2.618 112-269
4.250 110-166
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 117-174 117-136
PP 117-131 117-056
S1 117-088 116-295

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

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