ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 08-Jan-2009

Day Change Summary
	Previous	Current
	07-Jan-2009	08-Jan-2009	Change	Change %	Previous Week
Open	118-302	118-267	-0-035	-0.1%	119-150
High	118-312	119-152	0-160	0.4%	120-052
Low	118-170	118-250	0-080	0.2%	118-037
Close	118-280	119-102	0-142	0.4%	118-050
Range	0-142	0-222	0-080	56.3%	2-015
ATR	0-265	0-262	-0-003	-1.2%	0-000
Volume	292,709	212,490	-80,219	-27.4%	270,751

Daily Pivots for day following 08-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-087	120-317	119-224
R3	120-185	120-095	119-163
R2	119-283	119-283	119-143
R1	119-193	119-193	119-122	119-238
PP	119-061	119-061	119-061	119-084
S1	118-291	118-291	119-082	119-016
S2	118-159	118-159	119-061
S3	117-257	118-069	119-041
S4	117-035	117-167	118-300

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	119-182	118-010	1-172	1.3%	0-266	0.7%	84%	False	False	184,276
10	120-052	118-010	2-042	1.8%	0-247	0.6%	60%	False	False	124,604
20	120-190	117-115	3-075	2.7%	0-270	0.7%	61%	False	False	164,308
40	120-190	113-150	7-040	6.0%	0-270	0.7%	82%	False	False	174,752

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	0-057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-136
2.618	121-093
1.618	120-191
1.000	120-054
0.618	119-289
HIGH	119-152
0.618	119-067
0.500	119-041
0.382	119-015
LOW	118-250
0.618	118-113
1.000	118-028
1.618	117-211
2.618	116-309
4.250	115-266

Fisher Pivots for day following 08-Jan-2009
Pivot	1 day	3 day
R1	119-082	119-047
PP	119-061	118-311
S1	119-041	118-256

Download as Excel Spreadsheet

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

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