ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 23-Dec-2008

Day Change Summary
	Previous	Current
	22-Dec-2008	23-Dec-2008	Change	Change %	Previous Week
Open	119-177	119-087	-0-090	-0.2%	118-090
High	119-257	119-140	-0-117	-0.3%	120-190
Low	119-032	119-015	-0-017	0.0%	118-012
Close	119-097	119-120	0-023	0.1%	119-212
Range	0-225	0-125	-0-100	-44.4%	2-178
ATR	0-288	0-277	-0-012	-4.0%	0-000
Volume	132,779	100,798	-31,981	-24.1%	1,073,300

Daily Pivots for day following 23-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-147	120-098	119-189
R3	120-022	119-293	119-154
R2	119-217	119-217	119-143
R1	119-168	119-168	119-131	119-192
PP	119-092	119-092	119-092	119-104
S1	119-043	119-043	119-109	119-068
S2	118-287	118-287	119-097
S3	118-162	118-238	119-086
S4	118-037	118-113	119-051

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	119-015	1-175	1.3%	0-237	0.6%	21%	False	True	166,671
10	120-190	117-115	3-075	2.7%	0-293	0.8%	62%	False	False	204,012
20	120-190	115-250	4-260	4.0%	0-287	0.8%	75%	False	False	251,189
40	120-190	110-290	9-220	8.1%	0-260	0.7%	87%	False	False	144,982

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	0-077
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	121-031
2.618	120-147
1.618	120-022
1.000	119-265
0.618	119-217
HIGH	119-140
0.618	119-092
0.500	119-078
0.382	119-063
LOW	119-015
0.618	118-258
1.000	118-210
1.618	118-133
2.618	118-008
4.250	117-124

Fisher Pivots for day following 23-Dec-2008
Pivot	1 day	3 day
R1	119-106	119-188
PP	119-092	119-165
S1	119-078	119-142

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

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