ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 11-Dec-2008

Day Change Summary
	Previous	Current
	10-Dec-2008	11-Dec-2008	Change	Change %	Previous Week
Open	118-037	117-300	-0-057	-0.2%	116-180
High	118-047	118-145	0-098	0.3%	118-260
Low	117-115	117-237	0-122	0.3%	116-180
Close	117-295	118-072	0-097	0.3%	117-282
Range	0-252	0-228	-0-024	-9.5%	2-080
ATR	0-270	0-267	-0-003	-1.1%	0-000
Volume	238,882	236,528	-2,354	-1.0%	1,346,826

Daily Pivots for day following 11-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-089	119-308	118-197
R3	119-181	119-080	118-135
R2	118-273	118-273	118-114
R1	118-172	118-172	118-093	118-222
PP	118-045	118-045	118-045	118-070
S1	117-264	117-264	118-051	117-314
S2	117-137	117-137	118-030
S3	116-229	117-036	118-009
S4	116-001	116-128	117-267

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-161	123-141	119-038
R3	122-081	121-061	118-160
R2	120-001	120-001	118-094
R1	118-301	118-301	118-028	119-151
PP	117-241	117-241	117-241	118-006
S1	116-221	116-221	117-216	117-071
S2	115-161	115-161	117-150
S3	113-081	114-141	117-084
S4	111-001	112-061	116-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-260	116-312	1-268	1.6%	0-290	0.8%	68%	False	False	243,588
10	118-260	115-275	2-305	2.5%	0-295	0.8%	80%	False	False	259,055
20	118-260	113-300	4-280	4.1%	0-267	0.7%	88%	False	False	208,663

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	0-066
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-154
2.618	120-102
1.618	119-194
1.000	119-053
0.618	118-286
HIGH	118-145
0.618	118-058
0.500	118-031
0.382	118-004
LOW	117-237
0.618	117-096
1.000	117-009
1.618	116-188
2.618	115-280
4.250	114-228

Fisher Pivots for day following 11-Dec-2008
Pivot	1 day	3 day
R1	118-058	118-033
PP	118-045	117-314
S1	118-031	117-275

Download as Excel Spreadsheet

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

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