ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 05-Dec-2008

Day Change Summary
	Previous	Current
	04-Dec-2008	05-Dec-2008	Change	Change %	Previous Week
Open	125-300	126-200	0-220	0.5%	122-290
High	126-310	127-005	0-015	0.0%	127-005
Low	125-245	125-080	-0-165	-0.4%	122-225
Close	126-205	125-200	-1-005	-0.8%	125-200
Range	1-065	1-245	0-180	46.8%	4-100
ATR	1-167	1-172	0-006	1.1%	0-000
Volume	50,032	36,853	-13,179	-26.3%	504,795

Daily Pivots for day following 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-083	130-067	126-191
R3	129-158	128-142	126-035
R2	127-233	127-233	125-304
R1	126-217	126-217	125-252	126-102
PP	125-308	125-308	125-308	125-251
S1	124-292	124-292	125-148	124-178
S2	124-063	124-063	125-096
S3	122-138	123-047	125-045
S4	120-213	121-122	124-209

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	138-017	136-048	127-319
R3	133-237	131-268	126-260
R2	129-137	129-137	126-133
R1	127-168	127-168	126-006	128-152
PP	125-037	125-037	125-037	125-189
S1	123-068	123-068	125-074	124-052
S2	120-257	120-257	124-267
S3	116-157	118-288	124-140
S4	112-057	114-188	123-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-005	122-225	4-100	3.4%	1-229	1.4%	68%	True	False	100,959
10	127-005	119-075	7-250	6.2%	1-215	1.3%	82%	True	False	428,259
20	127-005	114-125	12-200	10.0%	1-152	1.2%	89%	True	False	451,019
40	127-005	111-125	15-200	12.4%	1-136	1.1%	91%	True	False	498,073
60	127-005	111-125	15-200	12.4%	1-169	1.2%	91%	True	False	666,415
80	127-005	111-125	15-200	12.4%	1-118	1.1%	91%	True	False	640,826
100	127-005	111-125	15-200	12.4%	1-083	1.0%	91%	True	False	514,158
120	127-005	110-180	16-145	13.1%	1-051	0.9%	92%	True	False	428,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-080
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-166
2.618	131-204
1.618	129-279
1.000	128-250
0.618	128-034
HIGH	127-005
0.618	126-109
0.500	126-042
0.382	125-296
LOW	125-080
0.618	124-051
1.000	123-155
1.618	122-126
2.618	120-201
4.250	117-239

Fisher Pivots for day following 05-Dec-2008
Pivot	1 day	3 day
R1	126-042	125-298
PP	125-308	125-265
S1	125-254	125-232

Download as Excel Spreadsheet

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

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