ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	118-092	118-225	0-133	0.4%	119-150
High	118-242	118-310	0-068	0.2%	120-052
Low	118-010	118-040	0-030	0.1%	118-037
Close	118-192	118-217	0-025	0.1%	118-050
Range	0-232	0-270	0-038	16.4%	2-015
ATR	0-275	0-275	0-000	-0.1%	0-000
Volume	127,641	196,750	69,109	54.1%	270,751

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-039	120-238	119-046
R3	120-089	119-288	118-291
R2	119-139	119-139	118-266
R1	119-018	119-018	118-242	118-264
PP	118-189	118-189	118-189	118-152
S1	118-068	118-068	118-192	117-314
S2	117-239	117-239	118-168
S3	116-289	117-118	118-143
S4	116-019	116-168	118-068

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	120-000	118-010	1-310	1.7%	0-303	0.8%	33%	False	False	114,778
10	120-052	118-010	2-042	1.8%	0-246	0.6%	30%	False	False	97,442
20	120-190	116-312	3-198	3.0%	0-281	0.7%	47%	False	False	165,059
40	120-190	112-260	7-250	6.6%	0-270	0.7%	75%	False	False	162,778

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-068
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-178
2.618	121-057
1.618	120-107
1.000	119-260
0.618	119-157
HIGH	118-310
0.618	118-207
0.500	118-175
0.382	118-143
LOW	118-040
0.618	117-193
1.000	117-090
1.618	116-243
2.618	115-293
4.250	114-172

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	118-203	118-256
PP	118-189	118-243
S1	118-175	118-230

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