ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	117-275	118-175	0-220	0.6%	116-235
High	118-245	118-212	-0-033	-0.1%	118-245
Low	117-232	117-280	0-048	0.1%	116-175
Close	118-147	118-150	0-003	0.0%	118-150
Range	1-013	0-252	-0-081	-24.3%	2-070
ATR	0-275	0-273	-0-002	-0.6%	0-000
Volume	424,266	520,650	96,384	22.7%	1,819,446

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-223	120-119	118-289
R3	119-291	119-187	118-219
R2	119-039	119-039	118-196
R1	118-255	118-255	118-173	118-181
PP	118-107	118-107	118-107	118-070
S1	118-003	118-003	118-127	117-249
S2	117-175	117-175	118-104
S3	116-243	117-071	118-081
S4	115-311	116-139	118-011

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-187	123-238	119-220
R3	122-117	121-168	119-025
R2	120-047	120-047	118-280
R1	119-098	119-098	118-215	119-232
PP	117-297	117-297	117-297	118-044
S1	117-028	117-028	118-085	117-162
S2	115-227	115-227	118-020
S3	113-157	114-278	117-275
S4	111-087	112-208	117-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-245	116-175	2-070	1.9%	0-238	0.6%	87%	False	False	363,889
10	118-245	115-012	3-233	3.1%	0-237	0.6%	92%	False	False	305,430
20	118-245	113-017	5-228	4.8%	0-257	0.7%	95%	False	False	327,192
40	118-245	111-075	7-170	6.4%	0-310	0.8%	96%	False	False	403,074
60	118-245	111-062	7-183	6.4%	0-312	0.8%	96%	False	False	526,186
80	118-245	110-070	8-175	7.2%	0-272	0.7%	97%	False	False	419,630
100	118-245	109-050	9-195	8.1%	0-253	0.7%	97%	False	False	336,064

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-003
2.618	120-232
1.618	119-300
1.000	119-144
0.618	119-048
HIGH	118-212
0.618	118-116
0.500	118-086
0.382	118-056
LOW	117-280
0.618	117-124
1.000	117-028
1.618	116-192
2.618	115-260
4.250	114-169

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	118-129	118-090
PP	118-107	118-030
S1	118-086	117-290

Download as Excel Spreadsheet

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

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