ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	112-240	112-222	-0-018	0.0%	112-040
High	113-075	112-315	-0-080	-0.2%	113-075
Low	112-202	112-085	-0-117	-0.3%	111-062
Close	112-260	112-160	-0-100	-0.3%	112-160
Range	0-193	0-230	0-037	19.2%	2-013
ATR	0-214	0-215	0-001	0.5%	0-000
Volume	865,436	913,290	47,854	5.5%	4,434,199

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-237	114-108	112-286
R3	114-007	113-198	112-223
R2	113-097	113-097	112-202
R1	112-288	112-288	112-181	112-238
PP	112-187	112-187	112-187	112-161
S1	112-058	112-058	112-139	112-008
S2	111-277	111-277	112-118
S3	111-047	111-148	112-097
S4	110-137	110-238	112-034

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-138	117-162	113-199
R3	116-125	115-149	113-020
R2	114-112	114-112	112-280
R1	113-136	113-136	112-220	113-284
PP	112-099	112-099	112-099	112-173
S1	111-123	111-123	112-100	111-271
S2	110-086	110-086	112-040
S3	108-073	109-110	111-300
S4	106-060	107-097	111-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-075	111-062	2-013	1.8%	0-277	0.8%	64%	False	False	886,839
10	113-175	111-062	2-113	2.1%	0-255	0.7%	56%	False	False	719,049
20	113-175	111-062	2-113	2.1%	0-201	0.6%	56%	False	False	457,610
40	113-175	109-050	4-125	3.9%	0-184	0.5%	76%	False	False	230,340

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-079
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-012
2.618	114-277
1.618	114-047
1.000	113-225
0.618	113-137
HIGH	112-315
0.618	112-227
0.500	112-200
0.382	112-173
LOW	112-085
0.618	111-263
1.000	111-175
1.618	111-033
2.618	110-123
4.250	109-068

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	112-200	112-240
PP	112-187	112-213
S1	112-173	112-187

Download as Excel Spreadsheet

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

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