ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 12-Dec-2008

Day Change Summary
	Previous	Current
	11-Dec-2008	12-Dec-2008	Change	Change %	Previous Week
Open	117-300	118-127	0-147	0.4%	117-277
High	118-145	118-295	0-150	0.4%	118-295
Low	117-237	117-142	-0-095	-0.3%	116-312
Close	118-072	118-075	0-003	0.0%	118-075
Range	0-228	1-153	0-245	107.5%	1-303
ATR	0-267	0-282	0-015	5.5%	0-000
Volume	236,528	257,838	21,310	9.0%	1,253,463

Daily Pivots for day following 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-203	121-292	119-015
R3	121-050	120-139	118-205
R2	119-217	119-217	118-162
R1	118-306	118-306	118-118	118-185
PP	118-064	118-064	118-064	118-004
S1	117-153	117-153	118-032	117-032
S2	116-231	116-231	117-308
S3	115-078	116-000	117-265
S4	113-245	114-167	117-135

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-283	123-002	119-098
R3	121-300	121-019	118-246
R2	119-317	119-317	118-189
R1	119-036	119-036	118-132	119-176
PP	118-014	118-014	118-014	118-084
S1	117-053	117-053	118-018	117-194
S2	116-031	116-031	117-281
S3	114-048	115-070	117-224
S4	112-065	113-087	117-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-295	116-312	1-303	1.6%	0-308	0.8%	65%	True	False	250,692
10	118-295	116-180	2-115	2.0%	0-312	0.8%	71%	True	False	260,028
20	118-295	114-120	4-175	3.8%	0-279	0.7%	85%	True	False	221,076
40	118-295	110-240	8-055	6.9%	0-239	0.6%	92%	True	False	112,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	125-065
2.618	122-253
1.618	121-100
1.000	120-128
0.618	119-267
HIGH	118-295
0.618	118-114
0.500	118-058
0.382	118-003
LOW	117-142
0.618	116-170
1.000	115-309
1.618	115-017
2.618	113-184
4.250	111-052

Fisher Pivots for day following 12-Dec-2008
Pivot	1 day	3 day
R1	118-070	118-065
PP	118-064	118-055
S1	118-058	118-045

Download as Excel Spreadsheet

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

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