ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	119-230	120-017	0-107	0.3%	118-090
High	120-115	120-040	-0-075	-0.2%	120-190
Low	119-177	119-122	-0-055	-0.1%	118-012
Close	120-012	119-212	-0-120	-0.3%	119-212
Range	0-258	0-238	-0-020	-7.8%	2-178
ATR	0-298	0-293	-0-004	-1.4%	0-000
Volume	244,886	157,017	-87,869	-35.9%	1,073,300

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-305	121-177	120-023
R3	121-067	120-259	119-277
R2	120-149	120-149	119-256
R1	120-021	120-021	119-234	119-286
PP	119-231	119-231	119-231	119-204
S1	119-103	119-103	119-190	119-048
S2	118-313	118-313	119-168
S3	118-075	118-185	119-147
S4	117-157	117-267	119-081

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-032	125-300	121-022
R3	124-174	123-122	120-117
R2	121-316	121-316	120-042
R1	120-264	120-264	119-287	121-130
PP	119-138	119-138	119-138	119-231
S1	118-086	118-086	119-137	118-272
S2	116-280	116-280	119-062
S3	114-102	115-228	118-307
S4	111-244	113-050	118-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-190	118-012	2-178	2.1%	1-005	0.8%	64%	False	False	214,660
10	120-190	116-312	3-198	3.0%	0-316	0.8%	74%	False	False	232,676
20	120-190	114-240	5-270	4.9%	0-306	0.8%	84%	False	False	261,115
40	120-190	110-290	9-220	8.1%	0-262	0.7%	90%	False	False	139,198

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-078
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-092
2.618	122-023
1.618	121-105
1.000	120-278
0.618	120-187
HIGH	120-040
0.618	119-269
0.500	119-241
0.382	119-213
LOW	119-122
0.618	118-295
1.000	118-204
1.618	118-057
2.618	117-139
4.250	116-070

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	119-241	119-316
PP	119-231	119-281
S1	119-222	119-247

Download as Excel Spreadsheet

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

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