ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

Day Change Summary
	Previous	Current
	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	118-225	118-302	0-077	0.2%	119-150
High	118-310	118-312	0-002	0.0%	120-052
Low	118-040	118-170	0-130	0.3%	118-037
Close	118-217	118-280	0-063	0.2%	118-050
Range	0-270	0-142	-0-128	-47.4%	2-015
ATR	0-275	0-265	-0-009	-3.4%	0-000
Volume	196,750	292,709	95,959	48.8%	270,751

Daily Pivots for day following 07-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-040	119-302	119-038
R3	119-218	119-160	118-319
R2	119-076	119-076	118-306
R1	119-018	119-018	118-293	118-296
PP	118-254	118-254	118-254	118-233
S1	118-196	118-196	118-267	118-154
S2	118-112	118-112	118-254
S3	117-290	118-054	118-241
S4	117-148	117-232	118-202

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	119-277	118-010	1-267	1.5%	0-290	0.8%	46%	False	False	157,042
10	120-052	118-010	2-042	1.8%	0-238	0.6%	40%	False	False	113,435
20	120-190	117-085	3-105	2.8%	0-274	0.7%	48%	False	False	164,226
40	120-190	113-150	7-040	6.0%	0-267	0.7%	76%	False	False	169,739

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-061
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120-276
2.618	120-044
1.618	119-222
1.000	119-134
0.618	119-080
HIGH	118-312
0.618	118-258
0.500	118-241
0.382	118-224
LOW	118-170
0.618	118-082
1.000	118-028
1.618	117-260
2.618	117-118
4.250	116-206

Fisher Pivots for day following 07-Jan-2009
Pivot	1 day	3 day
R1	118-267	118-240
PP	118-254	118-201
S1	118-241	118-161

Download as Excel Spreadsheet

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

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