ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 30-Dec-2008

Day Change Summary
	Previous	Current
	29-Dec-2008	30-Dec-2008	Change	Change %	Previous Week
Open	119-150	119-257	0-107	0.3%	119-177
High	120-052	120-000	-0-052	-0.1%	119-257
Low	119-092	119-115	0-023	0.1%	119-015
Close	119-250	119-187	-0-063	-0.2%	119-152
Range	0-280	0-205	-0-075	-26.8%	0-242
ATR	0-262	0-258	-0-004	-1.6%	0-000
Volume	21,250	81,388	60,138	283.0%	379,279

Daily Pivots for day following 30-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-182	121-070	119-300
R3	120-297	120-185	119-243
R2	120-092	120-092	119-225
R1	119-300	119-300	119-206	119-254
PP	119-207	119-207	119-207	119-184
S1	119-095	119-095	119-168	119-048
S2	119-002	119-002	119-149
S3	118-117	118-210	119-131
S4	117-232	118-005	119-074

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%	0-185	0.5%	48%	False	False	69,827
10	120-190	118-165	2-025	1.7%	0-246	0.6%	51%	False	False	128,310
20	120-190	116-312	3-198	3.0%	0-272	0.7%	72%	False	False	200,398
40	120-190	112-000	8-190	7.2%	0-260	0.7%	88%	False	False	151,060

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-231
2.618	121-217
1.618	121-012
1.000	120-205
0.618	120-127
HIGH	120-000
0.618	119-242
0.500	119-218
0.382	119-193
LOW	119-115
0.618	118-308
1.000	118-230
1.618	118-103
2.618	117-218
4.250	116-204

Fisher Pivots for day following 30-Dec-2008
Pivot	1 day	3 day
R1	119-218	119-214
PP	119-207	119-205
S1	119-197	119-196

Download as Excel Spreadsheet

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

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