ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	118-267	119-100	0-153	0.4%	118-092
High	119-152	119-305	0-153	0.4%	119-305
Low	118-250	119-035	0-105	0.3%	118-010
Close	119-102	119-205	0-103	0.3%	119-205
Range	0-222	0-270	0-048	21.6%	1-295
ATR	0-262	0-263	0-001	0.2%	0-000
Volume	212,490	224,182	11,692	5.5%	1,053,772

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-032	121-228	120-034
R3	121-082	120-278	119-279
R2	120-132	120-132	119-254
R1	120-008	120-008	119-230	120-070
PP	119-182	119-182	119-182	119-212
S1	119-058	119-058	119-180	119-120
S2	118-232	118-232	119-156
S3	117-282	118-108	119-131
S4	117-012	117-158	119-056

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-312	124-073	120-223
R3	123-017	122-098	120-054
R2	121-042	121-042	119-318
R1	120-123	120-123	119-261	120-242
PP	119-067	119-067	119-067	119-126
S1	118-148	118-148	119-149	118-268
S2	117-092	117-092	119-092
S3	115-117	116-173	119-036
S4	113-142	114-198	118-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-305	118-010	1-295	1.6%	0-227	0.6%	84%	True	False	210,754
10	120-052	118-010	2-042	1.8%	0-261	0.7%	76%	False	False	133,629
20	120-190	117-142	3-048	2.6%	0-271	0.7%	70%	False	False	163,573
40	120-190	113-260	6-250	5.7%	0-269	0.7%	86%	False	False	180,353

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	0-061
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-172
2.618	122-052
1.618	121-102
1.000	120-255
0.618	120-152
HIGH	119-305
0.618	119-202
0.500	119-170
0.382	119-138
LOW	119-035
0.618	118-188
1.000	118-085
1.618	117-238
2.618	116-288
4.250	115-168

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	119-193	119-162
PP	119-182	119-120
S1	119-170	119-078

Download as Excel Spreadsheet

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

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