ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 17-Dec-2008

Day Change Summary
	Previous	Current
	16-Dec-2008	17-Dec-2008	Change	Change %	Previous Week
Open	118-285	119-295	1-010	0.9%	117-277
High	120-000	120-190	0-190	0.5%	118-295
Low	118-165	119-172	1-007	0.9%	116-312
Close	119-245	119-227	-0-018	0.0%	118-075
Range	1-155	1-018	-0-137	-28.8%	1-303
ATR	0-298	0-301	0-003	1.0%	0-000
Volume	201,405	197,876	-3,529	-1.8%	1,253,463

Daily Pivots for day following 17-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-037	122-150	120-093
R3	122-019	121-132	120-000
R2	121-001	121-001	119-289
R1	120-114	120-114	119-258	120-048
PP	119-303	119-303	119-303	119-270
S1	119-096	119-096	119-196	119-030
S2	118-285	118-285	119-165
S3	117-267	118-078	119-134
S4	116-249	117-060	119-041

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	120-190	117-142	3-048	2.6%	1-046	1.0%	72%	True	False	233,152
10	120-190	116-312	3-198	3.0%	1-014	0.9%	76%	True	False	242,254
20	120-190	114-240	5-270	4.9%	0-308	0.8%	85%	True	False	248,886
40	120-190	110-290	9-220	8.1%	0-261	0.7%	91%	True	False	129,161

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	0-087
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-026
2.618	123-115
1.618	122-097
1.000	121-208
0.618	121-079
HIGH	120-190
0.618	120-061
0.500	120-021
0.382	119-301
LOW	119-172
0.618	118-283
1.000	118-154
1.618	117-265
2.618	116-247
4.250	115-016

Fisher Pivots for day following 17-Dec-2008
Pivot	1 day	3 day
R1	120-021	119-185
PP	119-303	119-143
S1	119-265	119-101

Download as Excel Spreadsheet

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

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