ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	112-040	112-132	0-092	0.3%	111-292
High	112-185	113-002	0-137	0.4%	113-175
Low	111-062	112-017	0-275	0.8%	111-197
Close	112-160	112-275	0-115	0.3%	112-237
Range	1-123	0-305	-0-138	-31.2%	1-298
ATR	0-209	0-216	0-007	3.3%	0-000
Volume	795,115	1,025,488	230,373	29.0%	2,291,145

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-160	115-042	113-123
R3	114-175	114-057	113-039
R2	113-190	113-190	113-011
R1	113-072	113-072	112-303	113-131
PP	112-205	112-205	112-205	112-234
S1	112-087	112-087	112-247	112-146
S2	111-220	111-220	112-219
S3	110-235	111-102	112-191
S4	109-250	110-117	112-107

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-137	117-165	113-257
R3	116-159	115-187	113-087
R2	114-181	114-181	113-030
R1	113-209	113-209	112-294	114-035
PP	112-203	112-203	112-203	112-276
S1	111-231	111-231	112-180	112-057
S2	110-225	110-225	112-124
S3	108-247	109-253	112-067
S4	106-269	107-275	111-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-175	111-062	2-113	2.1%	0-291	0.8%	71%	False	False	725,255
10	113-175	111-062	2-113	2.1%	0-231	0.6%	71%	False	False	608,228
20	113-175	110-270	2-225	2.4%	0-195	0.5%	75%	False	False	327,605
40	113-175	109-050	4-125	3.9%	0-179	0.5%	84%	False	False	165,026

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	0-074
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-018
2.618	115-160
1.618	114-175
1.000	113-307
0.618	113-190
HIGH	113-002
0.618	112-205
0.500	112-170
0.382	112-134
LOW	112-017
0.618	111-149
1.000	111-032
1.618	110-164
2.618	109-179
4.250	108-001

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	112-240	112-223
PP	112-205	112-171
S1	112-170	112-118

Download as Excel Spreadsheet

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

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