ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 119-055 119-150 0-095 0.2% 119-177
High 119-240 120-052 0-132 0.3% 119-257
Low 119-055 119-092 0-037 0.1% 119-015
Close 119-152 119-250 0-098 0.3% 119-152
Range 0-185 0-280 0-095 51.4% 0-242
ATR 0-260 0-262 0-001 0.5% 0-000
Volume 11,772 21,250 9,478 80.5% 379,279
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 122-118 121-304 120-084
R3 121-158 121-024 120-007
R2 120-198 120-198 119-301
R1 120-064 120-064 119-276 120-131
PP 119-238 119-238 119-238 119-272
S1 119-104 119-104 119-224 119-171
S2 118-278 118-278 119-199
S3 117-318 118-144 119-173
S4 117-038 117-184 119-096
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
5 120-052 119-015 1-037 0.9% 0-189 0.5% 66% True False 80,105
10 120-190 118-012 2-178 2.1% 0-257 0.7% 68% False False 147,382
20 120-190 116-180 4-010 3.4% 0-284 0.7% 80% False False 203,705
40 120-190 111-270 8-240 7.3% 0-255 0.7% 91% False False 149,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-282
2.618 122-145
1.618 121-185
1.000 121-012
0.618 120-225
HIGH 120-052
0.618 119-265
0.500 119-232
0.382 119-199
LOW 119-092
0.618 118-239
1.000 118-132
1.618 117-279
2.618 116-319
4.250 115-182
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 119-244 119-236
PP 119-238 119-221
S1 119-232 119-207

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

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