ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 22-Dec-2008

Day Change Summary
	Previous	Current
	19-Dec-2008	22-Dec-2008	Change	Change %	Previous Week
Open	120-017	119-177	-0-160	-0.4%	118-090
High	120-040	119-257	-0-103	-0.3%	120-190
Low	119-122	119-032	-0-090	-0.2%	118-012
Close	119-212	119-097	-0-115	-0.3%	119-212
Range	0-238	0-225	-0-013	-5.5%	2-178
ATR	0-293	0-288	-0-005	-1.7%	0-000
Volume	157,017	132,779	-24,238	-15.4%	1,073,300

Daily Pivots for day following 22-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-164	121-035	119-221
R3	120-259	120-130	119-159
R2	120-034	120-034	119-138
R1	119-225	119-225	119-118	119-177
PP	119-129	119-129	119-129	119-104
S1	119-000	119-000	119-076	118-272
S2	118-224	118-224	119-056
S3	117-319	118-095	119-035
S4	117-094	117-190	118-293

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	118-165	2-025	1.7%	0-307	0.8%	38%	False	False	186,792
10	120-190	117-085	3-105	2.8%	0-310	0.8%	61%	False	False	215,018
20	120-190	114-290	5-220	4.8%	0-302	0.8%	77%	False	False	259,041
40	120-190	110-290	9-220	8.1%	0-262	0.7%	87%	False	False	142,482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-086
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	122-253
2.618	121-206
1.618	120-301
1.000	120-162
0.618	120-076
HIGH	119-257
0.618	119-171
0.500	119-144
0.382	119-118
LOW	119-032
0.618	118-213
1.000	118-127
1.618	117-308
2.618	117-083
4.250	116-036

Fisher Pivots for day following 22-Dec-2008
Pivot	1 day	3 day
R1	119-144	119-234
PP	119-129	119-188
S1	119-113	119-142

Download as Excel Spreadsheet

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

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