ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Dec-2008

Day Change Summary
	Previous	Current
	17-Dec-2008	18-Dec-2008	Change	Change %	Previous Week
Open	119-295	119-230	-0-065	-0.2%	117-277
High	120-190	120-115	-0-075	-0.2%	118-295
Low	119-172	119-177	0-005	0.0%	116-312
Close	119-227	120-012	0-105	0.3%	118-075
Range	1-018	0-258	-0-080	-23.7%	1-303
ATR	0-301	0-298	-0-003	-1.0%	0-000
Volume	197,876	244,886	47,010	23.8%	1,253,463

Daily Pivots for day following 18-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-129	122-008	120-154
R3	121-191	121-070	120-083
R2	120-253	120-253	120-059
R1	120-132	120-132	120-036	120-192
PP	119-315	119-315	119-315	120-025
S1	119-194	119-194	119-308	119-254
S2	119-057	119-057	119-285
S3	118-119	118-256	119-261
S4	117-181	117-318	119-190

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%	1-052	1.0%	82%	False	False	234,824
10	120-190	116-312	3-198	3.0%	1-011	0.9%	85%	False	False	239,206
20	120-190	114-240	5-270	4.9%	0-306	0.8%	90%	False	False	257,541
40	120-190	110-290	9-220	8.1%	0-262	0.7%	94%	False	False	135,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-079
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-252
2.618	122-150
1.618	121-212
1.000	121-053
0.618	120-274
HIGH	120-115
0.618	120-016
0.500	119-306
0.382	119-276
LOW	119-177
0.618	119-018
1.000	118-239
1.618	118-080
2.618	117-142
4.250	116-040

Fisher Pivots for day following 18-Dec-2008
Pivot	1 day	3 day
R1	120-003	119-280
PP	119-315	119-229
S1	119-306	119-178

Download as Excel Spreadsheet

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

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