ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	114-110	113-242	-0-188	-0.5%	113-065
High	114-297	113-255	-1-042	-1.0%	115-000
Low	113-182	111-180	-2-002	-1.8%	111-180
Close	114-087	112-032	-2-055	-1.9%	112-032
Range	1-115	2-075	0-280	64.4%	3-140
ATR	0-293	1-014	0-041	14.0%	0-000
Volume	909,000	875,218	-33,782	-3.7%	4,940,973

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-061	117-281	113-105
R3	116-306	115-206	112-229
R2	114-231	114-231	112-163
R1	113-131	113-131	112-098	112-304
PP	112-156	112-156	112-156	112-082
S1	111-056	111-056	111-286	110-228
S2	110-081	110-081	111-221
S3	108-006	108-301	111-155
S4	105-251	106-226	110-279

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-064	121-028	113-317
R3	119-244	117-208	113-014
R2	116-104	116-104	112-234
R1	114-068	114-068	112-133	113-176
PP	112-284	112-284	112-284	112-178
S1	110-248	110-248	111-251	110-036
S2	109-144	109-144	111-150
S3	106-004	107-108	111-050
S4	102-184	103-288	110-067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	111-180	3-140	3.1%	1-199	1.4%	16%	False	True	988,194
10	115-000	111-062	3-258	3.4%	1-078	1.1%	24%	False	False	937,517
20	115-000	111-062	3-258	3.4%	0-295	0.8%	24%	False	False	690,330
40	115-000	109-240	5-080	4.7%	0-228	0.6%	45%	False	False	353,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-107
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	123-094
2.618	119-207
1.618	117-132
1.000	116-010
0.618	115-057
HIGH	113-255
0.618	112-302
0.500	112-218
0.382	112-133
LOW	111-180
0.618	110-058
1.000	109-105
1.618	107-303
2.618	105-228
4.250	102-021

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	112-218	113-078
PP	112-156	112-276
S1	112-094	112-154

Download as Excel Spreadsheet

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

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