ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 24-Dec-2008

Day Change Summary
	Previous	Current
	23-Dec-2008	24-Dec-2008	Change	Change %	Previous Week
Open	119-087	119-070	-0-017	0.0%	118-090
High	119-140	119-172	0-032	0.1%	120-190
Low	119-015	119-042	0-027	0.1%	118-012
Close	119-120	119-067	-0-053	-0.1%	119-212
Range	0-125	0-130	0-005	4.0%	2-178
ATR	0-277	0-266	-0-010	-3.8%	0-000
Volume	100,798	133,930	33,132	32.9%	1,073,300

Daily Pivots for day following 24-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-164	120-085	119-138
R3	120-034	119-275	119-103
R2	119-224	119-224	119-091
R1	119-145	119-145	119-079	119-120
PP	119-094	119-094	119-094	119-081
S1	119-015	119-015	119-055	118-310
S2	118-284	118-284	119-043
S3	118-154	118-205	119-031
S4	118-024	118-075	118-316

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	120-115	119-015	1-100	1.1%	0-195	0.5%	12%	False	False	153,882
10	120-190	117-142	3-048	2.6%	0-280	0.7%	56%	False	False	193,517
20	120-190	115-275	4-235	4.0%	0-284	0.7%	71%	False	False	236,173
40	120-190	110-290	9-220	8.1%	0-258	0.7%	86%	False	False	148,295

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

Fibonacci Retracements and Extensions
4.250	121-084
2.618	120-192
1.618	120-062
1.000	119-302
0.618	119-252
HIGH	119-172
0.618	119-122
0.500	119-107
0.382	119-092
LOW	119-042
0.618	118-282
1.000	118-232
1.618	118-152
2.618	118-022
4.250	117-130

Fisher Pivots for day following 24-Dec-2008
Pivot	1 day	3 day
R1	119-107	119-136
PP	119-094	119-113
S1	119-080	119-090

Download as Excel Spreadsheet

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

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