ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Jan-2009

Day Change Summary
	Previous	Current
	31-Dec-2008	02-Jan-2009	Change	Change %	Previous Week
Open	119-247	118-305	-0-262	-0.7%	119-150
High	119-277	119-182	-0-095	-0.2%	120-052
Low	118-255	118-037	-0-218	-0.6%	118-037
Close	119-017	118-050	-0-287	-0.8%	118-050
Range	1-022	1-145	0-123	36.0%	2-015
ATR	0-264	0-278	0-014	5.4%	0-000
Volume	76,319	91,794	15,475	20.3%	270,751

Daily Pivots for day following 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-311	122-006	118-306
R3	121-166	120-181	118-178
R2	120-021	120-021	118-135
R1	119-036	119-036	118-093	118-276
PP	118-196	118-196	118-196	118-156
S1	117-211	117-211	118-007	117-131
S2	117-051	117-051	117-285
S3	115-226	116-066	117-242
S4	114-081	114-241	117-114

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-305	123-192	119-090
R3	122-290	121-177	118-230
R2	120-275	120-275	118-170
R1	119-162	119-162	118-110	119-051
PP	118-260	118-260	118-260	118-204
S1	117-147	117-147	117-310	117-036
S2	116-245	116-245	117-250
S3	114-230	115-132	117-190
S4	112-215	113-117	117-010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-052	118-037	2-015	1.7%	0-295	0.8%	2%	False	True	56,504
10	120-115	118-037	2-078	1.9%	0-245	0.6%	2%	False	True	105,193
20	120-190	116-312	3-198	3.1%	0-290	0.8%	33%	False	False	173,723
40	120-190	112-260	7-250	6.6%	0-267	0.7%	69%	False	False	154,920

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	0-058
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	125-238
2.618	123-119
1.618	121-294
1.000	121-007
0.618	120-149
HIGH	119-182
0.618	119-004
0.500	118-270
0.382	118-215
LOW	118-037
0.618	117-070
1.000	116-212
1.618	115-245
2.618	114-100
4.250	111-301

Fisher Pivots for day following 02-Jan-2009
Pivot	1 day	3 day
R1	118-270	119-018
PP	118-196	118-242
S1	118-123	118-146

Download as Excel Spreadsheet

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

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