ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	112-222	113-065	0-163	0.5%	112-040
High	112-315	114-120	1-125	1.2%	113-075
Low	112-085	113-065	0-300	0.8%	111-062
Close	112-160	114-005	1-165	1.3%	112-160
Range	0-230	1-055	0-145	63.0%	2-013
ATR	0-215	0-243	0-027	12.8%	0-000
Volume	913,290	1,016,504	103,214	11.3%	4,434,199

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-122	116-278	114-211
R3	116-067	115-223	114-108
R2	115-012	115-012	114-074
R1	114-168	114-168	114-039	114-250
PP	113-277	113-277	113-277	113-318
S1	113-113	113-113	113-291	113-195
S2	112-222	112-222	113-256
S3	111-167	112-058	113-222
S4	110-112	111-003	113-119

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	114-120	112-017	2-103	2.0%	0-263	0.7%	85%	True	False	931,117
10	114-120	111-062	3-058	2.8%	0-274	0.8%	89%	True	False	774,184
20	114-120	111-062	3-058	2.8%	0-211	0.6%	89%	True	False	506,378
40	114-120	109-050	5-070	4.6%	0-187	0.5%	93%	True	False	255,723

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-075
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-114
2.618	117-142
1.618	116-087
1.000	115-175
0.618	115-032
HIGH	114-120
0.618	113-297
0.500	113-252
0.382	113-208
LOW	113-065
0.618	112-153
1.000	112-010
1.618	111-098
2.618	110-043
4.250	108-071

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	113-301	113-251
PP	113-277	113-177
S1	113-252	113-102

Download as Excel Spreadsheet

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

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