ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	114-087	113-267	-0-140	-0.4%	112-040
High	115-000	114-195	-0-125	-0.3%	113-075
Low	113-042	113-042	0-000	0.0%	111-062
Close	113-177	114-127	0-270	0.7%	112-160
Range	1-278	1-153	-0-125	-20.9%	2-013
ATR	0-268	0-283	0-015	5.5%	0-000
Volume	950,419	1,189,832	239,413	25.2%	4,434,199

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-154	117-293	115-067
R3	117-001	116-140	114-257
R2	115-168	115-168	114-214
R1	114-307	114-307	114-170	115-078
PP	114-015	114-015	114-015	114-060
S1	113-154	113-154	114-084	113-244
S2	112-182	112-182	114-040
S3	111-029	112-001	113-317
S4	109-196	110-168	113-187

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	115-000	112-085	2-235	2.4%	1-054	1.0%	78%	False	False	987,096
10	115-000	111-062	3-258	3.3%	1-022	0.9%	84%	False	False	868,482
20	115-000	111-062	3-258	3.3%	0-255	0.7%	84%	False	False	609,200
40	115-000	109-050	5-270	5.1%	0-203	0.6%	90%	False	False	309,136

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	0-108
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-285
2.618	118-153
1.618	117-000
1.000	116-028
0.618	115-167
HIGH	114-195
0.618	114-014
0.500	113-278
0.382	113-223
LOW	113-042
0.618	112-070
1.000	111-209
1.618	110-237
2.618	109-084
4.250	106-272

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	114-071	114-092
PP	114-015	114-056
S1	113-278	114-021

Download as Excel Spreadsheet

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

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