ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 16-Dec-2008

Day Change Summary
	Previous	Current
	15-Dec-2008	16-Dec-2008	Change	Change %	Previous Week
Open	118-090	118-285	0-195	0.5%	117-277
High	119-007	120-000	0-313	0.8%	118-295
Low	118-012	118-165	0-153	0.4%	116-312
Close	118-282	119-245	0-283	0.7%	118-075
Range	0-315	1-155	0-160	50.8%	1-303
ATR	0-284	0-298	0-014	4.8%	0-000
Volume	272,116	201,405	-70,711	-26.0%	1,253,463

Daily Pivots for day following 16-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-282	123-098	120-186
R3	122-127	121-263	120-056
R2	120-292	120-292	120-012
R1	120-108	120-108	119-289	120-200
PP	119-137	119-137	119-137	119-182
S1	118-273	118-273	119-201	119-045
S2	117-302	117-302	119-158
S3	116-147	117-118	119-114
S4	114-312	115-283	118-304

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	120-000	117-115	2-205	2.2%	1-029	0.9%	91%	True	False	241,353
10	120-000	116-312	3-008	2.5%	1-008	0.9%	92%	True	False	255,441
20	120-000	114-230	5-090	4.4%	0-304	0.8%	96%	True	False	243,108
40	120-000	110-290	9-030	7.6%	0-254	0.7%	97%	True	False	124,221

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	0-087
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	126-099
2.618	123-284
1.618	122-129
1.000	121-155
0.618	120-294
HIGH	120-000
0.618	119-139
0.500	119-082
0.382	119-026
LOW	118-165
0.618	117-191
1.000	117-010
1.618	116-036
2.618	114-201
4.250	112-066

Fisher Pivots for day following 16-Dec-2008
Pivot	1 day	3 day
R1	119-191	119-134
PP	119-137	119-022
S1	119-082	118-231

Download as Excel Spreadsheet

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

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