ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 31-Dec-2008

Day Change Summary
	Previous	Current
	30-Dec-2008	31-Dec-2008	Change	Change %	Previous Week
Open	119-257	119-247	-0-010	0.0%	119-177
High	120-000	119-277	-0-043	-0.1%	119-257
Low	119-115	118-255	-0-180	-0.5%	119-015
Close	119-187	119-017	-0-170	-0.4%	119-152
Range	0-205	1-022	0-137	66.8%	0-242
ATR	0-258	0-264	0-006	2.3%	0-000
Volume	81,388	76,319	-5,069	-6.2%	379,279

Daily Pivots for day following 31-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-142	121-262	119-205
R3	121-120	120-240	119-111
R2	120-098	120-098	119-080
R1	119-218	119-218	119-048	119-147
PP	119-076	119-076	119-076	119-041
S1	118-196	118-196	118-306	118-125
S2	118-054	118-054	118-274
S3	117-032	117-174	118-243
S4	116-010	116-152	118-149

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	118-255	1-117	1.1%	0-228	0.6%	19%	False	True	64,931
10	120-190	118-255	1-255	1.5%	0-233	0.6%	14%	False	True	115,801
20	120-190	116-312	3-198	3.0%	0-280	0.7%	57%	False	False	185,621
40	120-190	112-260	7-250	6.5%	0-260	0.7%	80%	False	False	152,894

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	124-130
2.618	122-212
1.618	121-190
1.000	120-299
0.618	120-168
HIGH	119-277
0.618	119-146
0.500	119-106
0.382	119-066
LOW	118-255
0.618	118-044
1.000	117-233
1.618	117-022
2.618	116-000
4.250	114-082

Fisher Pivots for day following 31-Dec-2008
Pivot	1 day	3 day
R1	119-106	119-154
PP	119-076	119-108
S1	119-047	119-062

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols