ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	118-127	118-090	-0-037	-0.1%	117-277
High	118-295	119-007	0-032	0.1%	118-295
Low	117-142	118-012	0-190	0.5%	116-312
Close	118-075	118-282	0-207	0.5%	118-075
Range	1-153	0-315	-0-158	-33.4%	1-303
ATR	0-282	0-284	0-002	0.8%	0-000
Volume	257,838	272,116	14,278	5.5%	1,253,463

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-192	121-072	119-135
R3	120-197	120-077	119-049
R2	119-202	119-202	119-020
R1	119-082	119-082	118-311	119-142
PP	118-207	118-207	118-207	118-237
S1	118-087	118-087	118-253	118-147
S2	117-212	117-212	118-224
S3	116-217	117-092	118-195
S4	115-222	116-097	118-109

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	119-007	117-085	1-242	1.5%	0-314	0.8%	92%	True	False	243,245
10	119-007	116-312	2-015	1.7%	0-298	0.8%	93%	True	False	272,486
20	119-007	114-210	4-117	3.7%	0-288	0.8%	97%	True	False	234,502
40	119-007	110-290	8-037	6.8%	0-243	0.6%	98%	True	False	119,193

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	0-079
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-066
2.618	121-192
1.618	120-197
1.000	120-002
0.618	119-202
HIGH	119-007
0.618	118-207
0.500	118-170
0.382	118-132
LOW	118-012
0.618	117-137
1.000	117-017
1.618	116-142
2.618	115-147
4.250	113-273

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	118-244	118-213
PP	118-207	118-144
S1	118-170	118-074

Download as Excel Spreadsheet

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

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