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

Download as Excel Spreadsheet

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

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