ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Dec-2008

Day Change Summary
	Previous	Current
	24-Dec-2008	26-Dec-2008	Change	Change %	Previous Week
Open	119-070	119-055	-0-015	0.0%	119-177
High	119-172	119-240	0-068	0.2%	119-257
Low	119-042	119-055	0-013	0.0%	119-015
Close	119-067	119-152	0-085	0.2%	119-152
Range	0-130	0-185	0-055	42.3%	0-242
ATR	0-266	0-260	-0-006	-2.2%	0-000
Volume	133,930	11,772	-122,158	-91.2%	379,279

Daily Pivots for day following 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-064	120-293	119-254
R3	120-199	120-108	119-203
R2	120-014	120-014	119-186
R1	119-243	119-243	119-169	119-288
PP	119-149	119-149	119-149	119-172
S1	119-058	119-058	119-135	119-104
S2	118-284	118-284	119-118
S3	118-099	118-193	119-101
S4	117-234	118-008	119-050

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-227	121-112	119-285
R3	120-305	120-190	119-219
R2	120-063	120-063	119-196
R1	119-268	119-268	119-174	119-204
PP	119-141	119-141	119-141	119-110
S1	119-026	119-026	119-130	118-282
S2	118-219	118-219	119-108
S3	117-297	118-104	119-085
S4	117-055	117-182	119-019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-040	119-015	1-025	0.9%	0-181	0.5%	40%	False	False	107,259
10	120-190	117-142	3-048	2.6%	0-276	0.7%	64%	False	False	171,041
20	120-190	115-275	4-235	4.0%	0-286	0.7%	76%	False	False	215,048
40	120-190	110-290	9-220	8.1%	0-259	0.7%	88%	False	False	148,559

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-073
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-066
2.618	121-084
1.618	120-219
1.000	120-105
0.618	120-034
HIGH	119-240
0.618	119-169
0.500	119-148
0.382	119-126
LOW	119-055
0.618	118-261
1.000	118-190
1.618	118-076
2.618	117-211
4.250	116-229

Fisher Pivots for day following 26-Dec-2008
Pivot	1 day	3 day
R1	119-150	119-144
PP	119-149	119-136
S1	119-148	119-128

Download as Excel Spreadsheet

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

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