ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	119-100	119-202	0-102	0.3%	118-092
High	119-305	120-000	0-015	0.0%	119-305
Low	119-035	119-137	0-102	0.3%	118-010
Close	119-205	119-315	0-110	0.3%	119-205
Range	0-270	0-183	-0-087	-32.2%	1-295
ATR	0-263	0-257	-0-006	-2.2%	0-000
Volume	224,182	258,079	33,897	15.1%	1,053,772

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-166	121-104	120-096
R3	120-303	120-241	120-045
R2	120-120	120-120	120-029
R1	120-058	120-058	120-012	120-089
PP	119-257	119-257	119-257	119-273
S1	119-195	119-195	119-298	119-226
S2	119-074	119-074	119-281
S3	118-211	119-012	119-265
S4	118-028	118-149	119-214

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	120-000	118-040	1-280	1.6%	0-217	0.6%	99%	True	False	236,842
10	120-052	118-010	2-042	1.8%	0-261	0.7%	92%	False	False	158,260
20	120-190	117-142	3-048	2.6%	0-269	0.7%	81%	False	False	164,650
40	120-190	113-300	6-210	5.5%	0-268	0.7%	91%	False	False	186,657

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-067
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-138
2.618	121-159
1.618	120-296
1.000	120-183
0.618	120-113
HIGH	120-000
0.618	119-250
0.500	119-228
0.382	119-207
LOW	119-137
0.618	119-024
1.000	118-274
1.618	118-161
2.618	117-298
4.250	116-319

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	119-286	119-252
PP	119-257	119-188
S1	119-228	119-125

Download as Excel Spreadsheet

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

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