ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	113-047	112-140	-0-227	-0.6%	113-305
High	113-232	112-170	-1-062	-1.0%	114-260
Low	112-020	111-120	-0-220	-0.6%	112-020
Close	112-212	111-160	-1-052	-1.0%	112-212
Range	1-212	1-050	-0-162	-30.5%	2-240
ATR	1-064	1-066	0-002	0.5%	0-000
Volume	431,819	441,926	10,107	2.3%	3,112,742

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-087	114-173	112-044
R3	114-037	113-123	111-262
R2	112-307	112-307	111-228
R1	112-073	112-073	111-194	112-005
PP	111-257	111-257	111-257	111-222
S1	111-023	111-023	111-126	110-275
S2	110-207	110-207	111-092
S3	109-157	109-293	111-058
S4	108-107	108-243	110-276

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-137	119-255	114-056
R3	118-217	117-015	113-134
R2	115-297	115-297	113-053
R1	114-095	114-095	112-293	113-236
PP	113-057	113-057	113-057	112-288
S1	111-175	111-175	112-131	110-316
S2	110-137	110-137	112-051
S3	107-217	108-255	111-290
S4	104-297	106-015	111-048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-260	111-120	3-140	3.1%	1-125	1.2%	4%	False	True	577,821
10	114-260	111-120	3-140	3.1%	1-084	1.1%	4%	False	True	587,444
20	115-000	111-120	3-200	3.3%	1-092	1.2%	3%	False	True	680,714
40	115-000	111-062	3-258	3.4%	0-312	0.9%	8%	False	False	593,546
60	115-000	109-050	5-270	5.2%	0-262	0.7%	40%	False	False	397,387

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	0-072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-142
2.618	115-179
1.618	114-129
1.000	113-220
0.618	113-079
HIGH	112-170
0.618	112-029
0.500	111-305
0.382	111-261
LOW	111-120
0.618	110-211
1.000	110-070
1.618	109-161
2.618	108-111
4.250	106-148

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	111-305	112-176
PP	111-257	112-064
S1	111-208	111-272

Download as Excel Spreadsheet

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

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