ECBOT 5 Year T-Note Future December 2008

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

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	112-097	112-130	0-033	0.1%	112-140
High	112-242	112-287	0-045	0.1%	112-287
Low	111-202	112-052	0-170	0.5%	111-075
Close	112-170	112-167	-0-003	0.0%	112-167
Range	1-040	0-235	-0-125	-34.7%	1-212
ATR	1-045	1-036	-0-009	-2.5%	0-000
Volume	395,540	494,627	99,087	25.1%	1,821,732

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-234	114-115	112-296
R3	113-319	113-200	112-232
R2	113-084	113-084	112-210
R1	112-285	112-285	112-189	113-024
PP	112-169	112-169	112-169	112-198
S1	112-050	112-050	112-145	112-110
S2	111-254	111-254	112-124
S3	111-019	111-135	112-102
S4	110-104	110-220	112-038

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-066	116-168	113-140
R3	115-174	114-276	112-313
R2	113-282	113-282	112-265
R1	113-064	113-064	112-216	113-173
PP	112-070	112-070	112-070	112-124
S1	111-172	111-172	112-118	111-281
S2	110-178	110-178	112-069
S3	108-286	109-280	112-021
S4	107-074	108-068	111-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-287	111-075	1-212	1.5%	0-287	0.8%	77%	True	False	364,346
10	114-260	111-075	3-185	3.2%	1-037	1.0%	36%	False	False	493,447
20	114-260	111-075	3-185	3.2%	1-034	1.0%	36%	False	False	553,481
40	115-000	111-062	3-258	3.4%	1-005	0.9%	35%	False	False	621,905
60	115-000	109-240	5-080	4.7%	0-270	0.8%	53%	False	False	420,222

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	0-077
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-006
2.618	114-262
1.618	114-027
1.000	113-202
0.618	113-112
HIGH	112-287
0.618	112-197
0.500	112-170
0.382	112-142
LOW	112-052
0.618	111-227
1.000	111-137
1.618	110-312
2.618	110-077
4.250	109-013

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	112-170	112-135
PP	112-169	112-103
S1	112-168	112-071

Download as Excel Spreadsheet

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

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